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Full-Text Articles in Systems Architecture
Enhancing Stockmarket Trading Performance With Anns, Bruce Vanstone, Gavin Finnie
Enhancing Stockmarket Trading Performance With Anns, Bruce Vanstone, Gavin Finnie
Gavin Finnie
Artificial Neural Networks (ANNs) have been repeatedly and consistently applied to the domain of trading financial time series, with mixed results. Many researchers have developed their own techniques for both building and testing such ANNs, and this presents a difficulty when trying to learn lessons and compare results. In a previous paper, Vanstone and Finnie have outlined an empirical methodology for creating and testing ANNs for use within stockmarket trading systems. This paper demonstrates the use of their methodology, and creates and benchmarks a financially viable ANN-based trading system. Many researchers appear to fail at the final hurdles in their …
Enhancing Stockmarket Trading Performance With Anns, Bruce Vanstone, Gavin Finnie
Enhancing Stockmarket Trading Performance With Anns, Bruce Vanstone, Gavin Finnie
Bruce Vanstone
Artificial Neural Networks (ANNs) have been repeatedly and consistently applied to the domain of trading financial time series, with mixed results. Many researchers have developed their own techniques for both building and testing such ANNs, and this presents a difficulty when trying to learn lessons and compare results. In a previous paper, Vanstone and Finnie have outlined an empirical methodology for creating and testing ANNs for use within stockmarket trading systems. This paper demonstrates the use of their methodology, and creates and benchmarks a financially viable ANN-based trading system. Many researchers appear to fail at the final hurdles in their …