Other Computer Sciences Commons^™

Stockmarket Trading Using Fundamental Variables And Neural Networks, Bruce Vanstone, Gavin Finnie, Tobias Hahn

Bruce Vanstone

This paper uses a neural network methodology developed by Vanstone & Finnie[1] to develop a successful stockmarket trading system. The approach is based on these same 4 fundamental variables used within the Aby et al. fundamental trading strategies [2, 3], and demonstrates the important role neural networks have to play within complex and noisy environments, such as that provided by the stockmarket.