Combining technical analysis and neural networks in the Australian stockmarket

Bruce Vanstone, Gavin Finnie

Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-review

2 Citations (Scopus)
29 Downloads (Pure)

Abstract

One of the greatest difficulties facing a stock trader or investment manager is the stock selection process. In this process, the investor is faced with a large number of competing investments, and a fixed amount of capital. The goal is to spread the available capital across a reduced subset of the competing investments, with the aim of increasing the return. Typically, the investor relies on one of two main frameworks to guide the selection process, namely Fundamental Analysis, and Technical Analysis. This paper focuses on Technical Analysis, and implements a neural network which supports the stock selection process.

Original languageEnglish
Title of host publicationProceedings of the 10th IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006
EditorsA P del Pobil
Pages125-130
Number of pages6
Publication statusPublished - 2006
Event IASTED International Conference on Artificial Intelligence and Soft Computing - Palma de Mallorca, Spain
Duration: 28 Aug 200630 Aug 2006
Conference number: 10th
http://www.iasted.org/conferences/pastinfo-544.html

Conference

Conference IASTED International Conference on Artificial Intelligence and Soft Computing
Abbreviated titleASC 2006
CountrySpain
CityPalma de Mallorca
Period28/08/0630/08/06
Internet address

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Neural networks
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Cite this

Vanstone, B., & Finnie, G. (2006). Combining technical analysis and neural networks in the Australian stockmarket. In A. P. del Pobil (Ed.), Proceedings of the 10th IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006 (pp. 125-130)
Vanstone, Bruce ; Finnie, Gavin. / Combining technical analysis and neural networks in the Australian stockmarket. Proceedings of the 10th IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006. editor / A P del Pobil. 2006. pp. 125-130
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Vanstone, B & Finnie, G 2006, Combining technical analysis and neural networks in the Australian stockmarket. in AP del Pobil (ed.), Proceedings of the 10th IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006. pp. 125-130, IASTED International Conference on Artificial Intelligence and Soft Computing, Palma de Mallorca, Spain, 28/08/06.

Combining technical analysis and neural networks in the Australian stockmarket. / Vanstone, Bruce; Finnie, Gavin.

Proceedings of the 10th IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006. ed. / A P del Pobil. 2006. p. 125-130.

Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-review

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Vanstone B, Finnie G. Combining technical analysis and neural networks in the Australian stockmarket. In del Pobil AP, editor, Proceedings of the 10th IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006. 2006. p. 125-130