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Presentation
Combining technical analysis and neural networks in the Australian stockmarket
10th IASTED International Conference on Artificial Intelligence and Soft Computing (2006)
  • Bruce Vanstone, Bond University
  • Gavin Finnie, Bond University
Abstract

One of the greatest difficulties facing a stock trader or investment manager is the stock selection process. In this process, the investor is faced with a large number of competing investments, and a fixed amount of capital. The goal is to spread the available capital across a reduced subset of the competing investments, with the aim of increasing the return. Typically, the investor relies on one of two main frameworks to guide the selection process, namely Fundamental Analysis, and Technical Analysis. This paper focuses on Technical Analysis, and implements a neural network which supports the stock selection process.

Keywords
  • stockmarket,
  • trading,
  • securities,
  • neural networks,
  • hidden node architecture,
  • stock selection,
  • Fundamental analysis,
  • Technical analysis
Publication Date
August 28, 2006
Comments
Citation only

Vanstone B. & Finnie G. (2006) Combining technical analysis and neural networks in the Australian stockmarket. Paper presented at the 10th IASTED International Conference on Artificial Intelligence and Soft Computing (ASC2006), Palma de Mallorca, 28-30th August 2006.

Copyright Acta Press 2006. 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

2006 HERDC submission
Citation Information
Bruce Vanstone and Gavin Finnie. "Combining technical analysis and neural networks in the Australian stockmarket" 10th IASTED International Conference on Artificial Intelligence and Soft Computing (2006)
Available at: http://works.bepress.com/bruce_vanstone/5/