Evaluating the application of neural networks and fundamental analysis in the Australian Stockmarket

Bruce J Vanstone, Gavin Finnie, Clarence n W Tan

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

3 Citations (Scopus)
2 Downloads (Pure)

Abstract

This paper evaluates the use of an artificial neural network within a stockmarket trading strategy. The neural network was previously developed by the same authors, and has been trained using fundamental, company specific data. This study sites the neural network within a trading context, and demonstrates it is capable of producing economically significant results after accounting for costs.
Original languageEnglish
Title of host publicationProceedings of the IASTED International Conference on Computational Intelligence
EditorsM H Hamza
Place of PublicationCalgary
PublisherACTA Press
Pages62-67
Number of pages6
Publication statusPublished - 2005
EventIASTED International Conference on Computational Intelligence 2005 - Calgary, Canada
Duration: 4 Jul 20056 Jul 2005
https://www.iasted.org/conferences/

Conference

ConferenceIASTED International Conference on Computational Intelligence 2005
CountryCanada
CityCalgary
Period4/07/056/07/05
Internet address

Fingerprint

Neural networks
Costs
Industry

Cite this

Vanstone, B. J., Finnie, G., & Tan, C. N. W. (2005). Evaluating the application of neural networks and fundamental analysis in the Australian Stockmarket. In M. H. Hamza (Ed.), Proceedings of the IASTED International Conference on Computational Intelligence (pp. 62-67). [487-028] Calgary: ACTA Press.
Vanstone, Bruce J ; Finnie, Gavin ; Tan, Clarence n W. / Evaluating the application of neural networks and fundamental analysis in the Australian Stockmarket. Proceedings of the IASTED International Conference on Computational Intelligence. editor / M H Hamza. Calgary : ACTA Press, 2005. pp. 62-67
@inproceedings{5adea2b35d92449e8a07fc10ec9aabe4,
title = "Evaluating the application of neural networks and fundamental analysis in the Australian Stockmarket",
abstract = "This paper evaluates the use of an artificial neural network within a stockmarket trading strategy. The neural network was previously developed by the same authors, and has been trained using fundamental, company specific data. This study sites the neural network within a trading context, and demonstrates it is capable of producing economically significant results after accounting for costs.",
author = "Vanstone, {Bruce J} and Gavin Finnie and Tan, {Clarence n W}",
note = "From: journals [journals@actapress.com] 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",
year = "2005",
language = "English",
pages = "62--67",
editor = "Hamza, {M H}",
booktitle = "Proceedings of the IASTED International Conference on Computational Intelligence",
publisher = "ACTA Press",
address = "Canada",

}

Vanstone, BJ, Finnie, G & Tan, CNW 2005, Evaluating the application of neural networks and fundamental analysis in the Australian Stockmarket. in MH Hamza (ed.), Proceedings of the IASTED International Conference on Computational Intelligence., 487-028, ACTA Press, Calgary, pp. 62-67, IASTED International Conference on Computational Intelligence 2005 , Calgary, Canada, 4/07/05.

Evaluating the application of neural networks and fundamental analysis in the Australian Stockmarket. / Vanstone, Bruce J; Finnie, Gavin; Tan, Clarence n W.

Proceedings of the IASTED International Conference on Computational Intelligence. ed. / M H Hamza. Calgary : ACTA Press, 2005. p. 62-67 487-028.

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

TY - GEN

T1 - Evaluating the application of neural networks and fundamental analysis in the Australian Stockmarket

AU - Vanstone, Bruce J

AU - Finnie, Gavin

AU - Tan, Clarence n W

N1 - From: journals [journals@actapress.com] 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 - 2005

Y1 - 2005

N2 - This paper evaluates the use of an artificial neural network within a stockmarket trading strategy. The neural network was previously developed by the same authors, and has been trained using fundamental, company specific data. This study sites the neural network within a trading context, and demonstrates it is capable of producing economically significant results after accounting for costs.

AB - This paper evaluates the use of an artificial neural network within a stockmarket trading strategy. The neural network was previously developed by the same authors, and has been trained using fundamental, company specific data. This study sites the neural network within a trading context, and demonstrates it is capable of producing economically significant results after accounting for costs.

M3 - Conference contribution

SP - 62

EP - 67

BT - Proceedings of the IASTED International Conference on Computational Intelligence

A2 - Hamza, M H

PB - ACTA Press

CY - Calgary

ER -

Vanstone BJ, Finnie G, Tan CNW. Evaluating the application of neural networks and fundamental analysis in the Australian Stockmarket. In Hamza MH, editor, Proceedings of the IASTED International Conference on Computational Intelligence. Calgary: ACTA Press. 2005. p. 62-67. 487-028