The development of the Financial Crisis throughout 2008 and 2009 has made many investors and fund managers question whether growth-based investment approaches have had their day. Value-based approaches built on fundamental analysis have resurfaced again. Typically, these value-based models use...

There is a long established history of applying Artificial Neural Networks (ANNs) to financial data sets. In this paper, the authors demonstrate the use of this methodology to develop a financially viable, short-term trading system. When developing short-term systems, the authors typically site...

Intro -- Contents -- Preface -- Acknowledgements -- Introduction -- Chapter 1: Designing Stock Market Trading Systems -- 1.1 Introduction -- 1.2 Motivation -- 1.3 Scope and data -- 1.4 The efficient market hypothesis -- 1.5 The illusion of knowledge -- 1.6 Investing versus trading -- 1.6.1...