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Physical Sciences and Mathematics Commons™
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Articles 1 - 6 of 6
Full-Text Articles in Physical Sciences and Mathematics
Creating Trading Systems With Fundamental Variables And Neural Networks: The Aby Case Study, Bruce Vanstone, Gavin Finnie, Tobias Hahn
Creating Trading Systems With Fundamental Variables And Neural Networks: The Aby Case Study, Bruce Vanstone, Gavin Finnie, Tobias Hahn
Bruce Vanstone
No abstract provided.
Financial Trading Systems Using Artificial Neural Networks, Bruce Vanstone, Gavin Finnie
Financial Trading Systems Using Artificial Neural Networks, Bruce Vanstone, Gavin Finnie
Bruce Vanstone
Soft computing represents that area of computing adapted from the physical sciences. Artificial intelligence techniques within this realm attempt to solve problems by applying physical laws and processes. This style of computing is particularly tolerant of imprecision and uncertainty, making the approach attractive to those researching within “noisy” realms, where the signal-to-noise ratio is quite low. Soft computing is normally accepted to include the three key areas of fuzzy logic, artificial neural networks, and probabilistic reasoning (which include genetic algorithms, chaos theory, etc.). The arena of investment trading is one such field where there is an abundance of noisy data. …
Trading Foreign Currency Using Artificial Neural Network Strategies, Bruce Vanstone, Gavin Finnie
Trading Foreign Currency Using Artificial Neural Network Strategies, Bruce Vanstone, Gavin Finnie
Bruce Vanstone
The foreign exchange (FX) markets represent an enormous opportunity for traders. These markets have huge liquidity, trade 24 hours a day (except weekends), and allow the use of leverage. This paper takes a simple FX trading strategy and shows how to substantially improve it. using a neural network methodology originally developed by Vanstone & Finnie for creating and enhancing stockmarket trading systems. This result demonstrates the important role neural networks have to play within complex and noisy environments, such as tha provided by the intraday FX markets.
Momentum Returns To S&P/Asx 100 Constituents, Bruce Vanstone, Tobias Hahn, Gavin Finnie
Momentum Returns To S&P/Asx 100 Constituents, Bruce Vanstone, Tobias Hahn, Gavin Finnie
Bruce Vanstone
No abstract provided.
Designing Stockmarket Trading Systems: With And Without Soft Computing, Bruce Vanstone, Tobias Hahn
Designing Stockmarket Trading Systems: With And Without Soft Computing, Bruce Vanstone, Tobias Hahn
Bruce Vanstone
Everybody knows there is potential to make big money in the stock market. But what most people don't know is how to go about it. This book will guide you step-by-step through the authors' tried and tested method for building rule-based stockmarket trading systems. It shows you how to design, test and trade a rule-based system.
It differs from other books in that it takes a scientific approach to developing trading systems, based on what others have done before. This book reviews previous work, and shows that some of it is gold dust because it provides information about what works …
Returns To Selecting Value Stocks In Australia – The Aby Filters, Bruce Vanstone, Tobias Hahn, Gavin Finnie
Returns To Selecting Value Stocks In Australia – The Aby Filters, Bruce Vanstone, Tobias Hahn, Gavin Finnie
Bruce Vanstone
The development of the Financial Crisis throughout 2008 and into 2009 has caused many fund managers to question their Growth based investment models. Interest appears to be again rekindled in the traditional Value based models, where investment decisions are based on sound company fundamentals rather than abstract future growth expectations. This paper reviews a specific set of value based filters for selecting undervalued stocks which appeared in a series of papers published soon after the 2000 Dot-Com debacle. This paper documents the performance of these filters in the Australian stockmarket.