Evaluating the application of neural networks and fundamental analysis in the Australian stockmarket

被引：0

作者：

Vanstone, BJ ^{[1
]}

Finnie, GR ^{[1
]}

Tan, CNW ^{[1
]}

机构：

[1] Bond Univ, Sch IT, Gold Coast, Qld, Australia

来源：

Proceedings of the IASTED International Conference on Computational Intelligence | 2005年

关键词：

stockmarket trading; neural networks;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

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.

引用

页码：62 / 67

页数：6

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