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Presentation
Evaluating the application of neural networks and fundamental analysis in the Australian stockmarket
Information Technology papers
  • Bruce Vanstone, Bond University
  • Gavin Finnie, Bond University
  • Clarence Tan, Bond University
Date of this Version
7-4-2005
Document Type
Conference Paper
Publication Details
Vanstone B., Finnie G., & Tan C. (2005). Evaluating the application of neural networks and fundamental analysis in the Australian stockmarket.

Proceedings of the IASTED International Conference on Computational Intelligence (CI 2005), Calgary, Alberta, Canada, 4-6th July 2005.

© Copyright Acta Press 2005. 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
Abstract
This 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 Information
Bruce 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/