Title :
Incorporating artificial neural networks into a rule-based financial trading system
Author :
Tan, Clarence N W
Author_Institution :
Bond Univ., Gold Coast, Qld., Australia
Abstract :
This paper discusses the incorporation of artificial neural networks (ANNs) into a rule-based financial trading system to enhance and improve trading profitability. It discusses the advantages of artificial neural nets over traditional rule-based-only systems. It also introduces an ideal ANN rule-based financial trading system that can incorporate technical, fundamental and chart analyses into the financial trading decision-making process, which may improve the probability of trading success. Each of the analysis methods is discussed in the context of its incorporation into an ANN-based system
Keywords :
financial data processing; knowledge based systems; neural nets; probability; stock markets; artificial neural networks; chart analysis; decision-making process; fundamental analysis; rule-based financial trading system; technical analysis; trading profitability; trading success probability; Artificial neural networks; Bonding; Computer networks; Decision making; Engines; Game theory; Gold; Knowledge based systems; Knowledge engineering; Security;
Conference_Titel :
Artificial Neural Networks and Expert Systems, 1993. Proceedings., First New Zealand International Two-Stream Conference on
Conference_Location :
Dunedin
Print_ISBN :
0-8186-4260-2
DOI :
10.1109/ANNES.1993.323004
