Applying Fundamental Analysis and Neural Networks in the Australian StockmarketInformation Technology papers
Date of this Version10-28-2004
Document TypeConference Paper
AbstractThis paper demonstrates how Neural Networks may be successfully applied to the problem of security selection in the Australian stockmarket. In practice, it is unrealistic for a trader to apply capital to all securities available in the market, and a selection technique must be employed to reduce the number of securities competing for capital. Selection techniques are generally based on either fundamental analysis procedures, or technical analysis procedures. This paper focuses on fundamental procedures, and implements a neural network which enhances the effectiveness of these procedures.
Citation InformationBruce J Vanstone, Gavin Finnie and Clarence Tan. "Applying Fundamental Analysis and Neural Networks in the Australian Stockmarket" (2004)
Available at: http://works.bepress.com/clarence_tan/3/