Evaluating the Application of Neural Networks and Fundamental Analysis in the Australian Stockmarket

B.J. Vanstone, G.R. Finnie, and C.N.W. Tan (Australia)

Keywords

: Stockmarket Trading; Neural Networks

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.

Important Links:

• DOI:
• From Proceeding (487) Computational Intelligence - 2005

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