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.
|Title of host publication||Proceedings of the IASTED International Conference on Computational Intelligence|
|Editors||M H Hamza|
|Place of Publication||Calgary|
|Number of pages||6|
|Publication status||Published - 2005|
|Event||IASTED International Conference on Computational Intelligence 2005 - Calgary, Canada|
Duration: 4 Jul 2005 → 6 Jul 2005
|Conference||IASTED International Conference on Computational Intelligence 2005|
|Period||4/07/05 → 6/07/05|
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.