Date of this Version

11-22-2010

Document Type

Conference Paper

Publication Details

Accepted Version.

Vanstone, B., Finnie, G. & Hahn, T. (2010). Stockmarket trading using fundamental variables and neural networks. Paper presented at ICONIP 2010: 17th International Conference on Neural Information Processing, Sydney, Australia.

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© Copyright Bruce Vanstone, Gavin Finnie & Tobias Hahn, 2010

Subsequently published as:

Vanstone, B., Finnie, G., & Hahn, T. (2010). Stockmarket trading using fundamental variables and neural networks. Australian Journal of Intelligent Information Processing Systems, 11(1), 41-47.

2010 HERDC submission. FoR Code: 080108

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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This document has been peer reviewed.