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  • Search: subject:"Vanstone and Finnie methodology"
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Computer Sciences 1 Portfolio and Security Analysis 1 Vanstone and Finnie methodology 1 artificial neural network 1 short-term 1 trading strategy 1 trading system 1
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Other 1
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Finnie, Gavin 1 Hahn, Tobias 1 Vanstone, Bruce 1
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Designing short term trading systems with artificial neural networks
Vanstone, Bruce; Finnie, Gavin; Hahn, Tobias - 2009
. This paper briefly reviews an existing medium-term long-only trading system, and then works through the Vanstone and Finnie … methodology to create a short-term focused ANN which will enhance this trading strategy. The initial trading strategy and the ANN …
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