Title

Evaluating the Application of Neural Networks and Fundamental Analysis in the Australian Stockmarket

Date of this Version

July 2005

Document Type

Conference Paper

Comments

Vanstone B., Finnie G., Tan C. (2005) Evaluating the Application of Neural Networks and Fundamental Analysis in the Australian Stockmarket. In: 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.

The conference proceedings and journals generated by IASTED (International Association of Science and Technology for Development) are all published ACTA Press

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.

This document has been peer reviewed.