Creating short-term stockmarket trading strategies using Artificial Neural Networks: A Case StudyInformation Technology papers
Date of this Version9-7-2008
Document TypeConference Proceeding
AbstractDeveloping short-term stockmarket trading systems is a complex process, as there is a great deal of random noise present in the time series data of individual securities. The primary difficulty in training neural networks to identify return expectations is to find variables to help identify the signal present in the data. In this paper, the authors follow the previously published Vanstone and Finnie methodology. They develop a successful neural network, and demonstrate its effectiveness as the core element of a financially viable trading system.
Citation InformationBruce J Vanstone and Tobias Hahn. "Creating short-term stockmarket trading strategies using Artificial Neural Networks: A Case Study" (2008)
Available at: http://works.bepress.com/bruce_vanstone/8/