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)

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
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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

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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