Stockmarket trading using fundamental variables and neural networks

Bruce J Vanstone, Gavin Finnie, Tobias Hahn

Research output: Contribution to journalArticleResearchpeer-review

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Abstract

This paper uses a neural network methodology developed by Vanstone & Finnie[1] to develop a successful stockmarket trading system. The approach is based on these same 4 fundamental variables used within the Aby et al. fundamental trading strategies [2, 3], and demonstrates the important role neural networks have to play within complex and noisy environments, such as that provided by the stockmarket.
Original languageEnglish
Pages (from-to)41-47
Number of pages7
JournalAustralian Journal of Intelligent Information Processing Systems
Volume11
Issue number1
Publication statusPublished - 2010

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title = "Stockmarket trading using fundamental variables and neural networks",
abstract = "This paper uses a neural network methodology developed by Vanstone & Finnie[1] to develop a successful stockmarket trading system. The approach is based on these same 4 fundamental variables used within the Aby et al. fundamental trading strategies [2, 3], and demonstrates the important role neural networks have to play within complex and noisy environments, such as that provided by the stockmarket.",
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Stockmarket trading using fundamental variables and neural networks. / Vanstone, Bruce J; Finnie, Gavin; Hahn, Tobias.

In: Australian Journal of Intelligent Information Processing Systems, Vol. 11, No. 1, 2010, p. 41-47.

Research output: Contribution to journalArticleResearchpeer-review

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AU - Finnie, Gavin

AU - Hahn, Tobias

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AB - This paper uses a neural network methodology developed by Vanstone & Finnie[1] to develop a successful stockmarket trading system. The approach is based on these same 4 fundamental variables used within the Aby et al. fundamental trading strategies [2, 3], and demonstrates the important role neural networks have to play within complex and noisy environments, such as that provided by the stockmarket.

M3 - Article

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