Creating trading systems with fundamental variables and neural networks: The Aby case study.
Bruce J. VanstoneGavin R. FinnieTobias HahnPublished in: Math. Comput. Simul. (2012)
Keyphrases
- trading systems
- case study
- neural network
- financial forecasting
- technical indicators
- pattern recognition
- back propagation
- stock price
- fuzzy logic
- financial markets
- variable selection
- artificial neural networks
- trading strategies
- knowledge management
- market data
- neural network model
- real world
- software development
- open source
- co occurrence
- object oriented
- case based reasoning
- long term
- metadata
- information systems
- genetic algorithm