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

Bruce J Vanstone; Gavin Finnie; Clarence Tan

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

Bruce J Vanstone, Gavin Finnie, Clarence Tan

Bond Business School

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review

1 Citation (Scopus)

107 Downloads (Pure)

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 language	English
Title of host publication	International Conference on Artificial Intelligence and Soft Computing
Subtitle of host publication	ASC 2004
Editors	A. P. del Pobil
Place of Publication	Anaheim
Publisher	ACTA Press
Pages	305-310
Number of pages	6
Publication status	Published - 2004
Event	IASTED International Conference on Artificial Intelligence and Soft Computing - Marbella, Spain Duration: 1 Sept 2004 → 3 Sept 2004 http://www.iasted.org/conferences/chair1-451.html

Conference

Conference	IASTED International Conference on Artificial Intelligence and Soft Computing
Abbreviated title	ASC 2004
Country/Territory	Spain
City	Marbella
Period	1/09/04 → 3/09/04
Internet address	http://www.iasted.org/conferences/chair1-451.html

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Enhancing security selection in the Australian Stockmarket using fundamental analysis and neural networksFinal published version, 1.49 MBLicence: Free to read

http://www.actapress.com/Abstract.aspx?paperId=18591

Cite this

@inproceedings{1a7134b071db4aa5865fe9ae7e3526e6,

title = "Enhancing security selection in the Australian Stockmarket using fundamental analysis and neural networks",

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.",

author = "Vanstone, {Bruce J} and Gavin Finnie and Clarence Tan",

note = "From: journals [[email protected]] Sent: Thursday, 9 November 2006 7:44 AM To: Yvonne Auld Subject: RE: IASTED Conference Proceedings - permission to archive 3 articles. Dear Yvonne Auld, Thank you for the email request. I am pleased to inform you that ACTA Press willingly grants permission for the use of the three articles specified below to be used, in their original form, in Bond University's Institutional Repository, e-publications@bond. ACTA Press is dedicated to furthering academic research around the world, and we gladly take this opportunity to assist you with your request. If you have any questions regarding the extension of this permission, or require a formal letter stating our permission, please feel free to contact me at any time. Best regards! Sincerely, Bryson Smith; IASTED International Conference on Artificial Intelligence and Soft Computing , ASC 2004 ; Conference date: 01-09-2004 Through 03-09-2004",

year = "2004",

language = "English",

pages = "305--310",

editor = "{del Pobil}, {A. P.}",

booktitle = "International Conference on Artificial Intelligence and Soft Computing",

publisher = "ACTA Press",

address = "Canada",

url = "http://www.iasted.org/conferences/chair1-451.html",

}

Vanstone, BJ, Finnie, G & Tan, C 2004, Enhancing security selection in the Australian Stockmarket using fundamental analysis and neural networks. in AP del Pobil (ed.), International Conference on Artificial Intelligence and Soft Computing : ASC 2004. ACTA Press, Anaheim , pp. 305-310, IASTED International Conference on Artificial Intelligence and Soft Computing , Marbella, Spain, 1/09/04. <http://www.actapress.com/Abstract.aspx?paperId=18591>

Enhancing security selection in the Australian Stockmarket using fundamental analysis and neural networks. / Vanstone, Bruce J; Finnie, Gavin; Tan, Clarence.
International Conference on Artificial Intelligence and Soft Computing : ASC 2004. ed. / A. P. del Pobil. Anaheim : ACTA Press, 2004. p. 305-310.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review

TY - GEN

T1 - Enhancing security selection in the Australian Stockmarket using fundamental analysis and neural networks

AU - Vanstone, Bruce J

AU - Finnie, Gavin

AU - Tan, Clarence

N1 - From: journals [[email protected]] Sent: Thursday, 9 November 2006 7:44 AM To: Yvonne Auld Subject: RE: IASTED Conference Proceedings - permission to archive 3 articles. Dear Yvonne Auld, Thank you for the email request. I am pleased to inform you that ACTA Press willingly grants permission for the use of the three articles specified below to be used, in their original form, in Bond University's Institutional Repository, e-publications@bond. ACTA Press is dedicated to furthering academic research around the world, and we gladly take this opportunity to assist you with your request. If you have any questions regarding the extension of this permission, or require a formal letter stating our permission, please feel free to contact me at any time. Best regards! Sincerely, Bryson Smith

PY - 2004

Y1 - 2004

N2 - 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.

AB - 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.

M3 - Conference contribution

SP - 305

EP - 310

BT - International Conference on Artificial Intelligence and Soft Computing

A2 - del Pobil, A. P.

PB - ACTA Press

CY - Anaheim

T2 - IASTED International Conference on Artificial Intelligence and Soft Computing

Y2 - 1 September 2004 through 3 September 2004

ER -

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

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