Evaluating the application of neural networks and fundamental analysis in the Australian stockmarketInformation Technology papers
Date of this Version7-4-2005
Document TypeConference Paper
AbstractThis paper evaluates the use of an artificial neural network within a stockmarket trading strategy. The neural network was previously developed by the same authors, and has been trained using fundamental, company specific data. This study sites the neural network within a trading context, and demonstrates it is capable of producing economically significant results after accounting for costs.
Citation InformationBruce Vanstone, Gavin Finnie and Clarence Tan. "Evaluating the application of neural networks and fundamental analysis in the Australian stockmarket" (2005)
Available at: http://works.bepress.com/clarence_tan/1/