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.
|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|
|Number of pages||6|
|Publication status||Published - 2004|
|Event||IASTED International Conference on Artificial Intelligence and Soft Computing - Marbella, Spain|
Duration: 1 Sep 2004 → 3 Sep 2004
|Conference||IASTED International Conference on Artificial Intelligence and Soft Computing|
|Abbreviated title||ASC 2004|
|Period||1/09/04 → 3/09/04|
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.