Enhancing security selection in the Australian Stockmarket using fundamental analysis and neural networks

Bruce J Vanstone, Gavin Finnie, Clarence Tan

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Abstract

This paper examines financial trading from the aspect ofsecurity selection. In practice, it is unrealistic for afinancial trader to participate in the full market oftradeable securities, and a selection mechanism must beemployed to reduce the number of possible securitiescompeting for investment capital. Essentially, there aretwo main methodologies used, namely, FundamentalAnalysis, and Technical Analysis. This paper examinesthe practice of Fundamental Analysis, and demonstrateshow neural networks can be practically employed toenhance the fundamentalist selection process.
Original languageEnglish
Title of host publicationInternational Conference on Artificial Intelligence and Soft Computing
Subtitle of host publicationASC 2004
EditorsA. P. del Pobil
Place of PublicationAnaheim
PublisherACTA Press
Pages305-310
Number of pages6
Publication statusPublished - 2004
EventIASTED International Conference on Artificial Intelligence and Soft Computing - Marbella, Spain
Duration: 1 Sep 20043 Sep 2004
http://www.iasted.org/conferences/chair1-451.html

Conference

ConferenceIASTED International Conference on Artificial Intelligence and Soft Computing
Abbreviated titleASC 2004
CountrySpain
CityMarbella
Period1/09/043/09/04
Internet address

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Vanstone, B. J., Finnie, G., & Tan, C. (2004). Enhancing security selection in the Australian Stockmarket using fundamental analysis and neural networks. In A. P. del Pobil (Ed.), International Conference on Artificial Intelligence and Soft Computing : ASC 2004 (pp. 305-310). Anaheim : ACTA Press.