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Presentation
Stockmarket trading using fundamental variables and neural networks
Paper to be presented at ICONIP 2010: 17th International Conference on Neural Information Processing
  • Bruce Vanstone, Bond University
  • Gavin Finnie, Bond University
  • Tobias Hahn, Bond University
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.

Access the conference website.

© 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.
Citation Information
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 (2010)
Available at: http://works.bepress.com/bruce_vanstone/31/