Stockmarket trading using fundamental variables and neural networks

Bruce J Vanstone, Gavin Finnie, Tobias Hahn

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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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