Title
Evaluating the application of neural networks and fundamental analysis in the Australian stockmarket
Date of this Version
7-4-2005
Document Type
Conference Paper
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.
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Publication Details
Vanstone B., Finnie G., & Tan C. (2005). Evaluating the application of neural networks and fundamental analysis in the Australian stockmarket.
Proceedings of the IASTED International Conference on Computational Intelligence (CI 2005), Calgary, Alberta, Canada, 4-6th July 2005.
© Copyright Acta Press 2005. All rights reserved. Permission granted.
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