Stockmarket trading using fundamental variables and neural networks
Article comments
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
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.
Suggested Citation
Bruce Vanstone, Gavin Finnie, and Tobias Hahn. "Stockmarket trading using fundamental variables and neural networks" Paper to be presented at ICONIP 2010: 17th International Conference on Neural Information Processing. Sydney, Australia. Nov. 2010.
Available at: http://works.bepress.com/bruce_vanstone/31