Finnie, Gavin

Tan, Clarence n W

Vanstone, Bruce J

English

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

Bond University Research Portal

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

https://pure.bond.edu.au/ws/files/33010749/fulltext.pdf

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

Abstract

Similar works

Full text

Available Versions

Bond University Research Portal