1. Erthygl › Ymchwil › Adolygwyd gan gymheiriaid

2. A Unifying Model for Statistical Arbitrage: Model Assumptions and Empirical Failure

   Stephenson, J., Vanstone, B. J. & Hahn, T., Rhag 2021, Yn: Computational Economics. 58, 4, t. 943-964

   Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

3. Cyhoeddwyd

   Adapting deep learning models between regional markets

   Tonkin, I., Gepp, A., Harris, G. & Vanstone, B., Ion 2023, Yn: Neural Computing and Applications. 35, 2, t. 1483–1492

   Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

4. An empirical methodology for developing stockmarket trading systems using artificial neural networks

   Vanstone, B. & Finnie, G., 1 Ebr 2009, Yn: Expert Systems with Applications. 36, 3 PART 2, t. 6668-6680 13 t.

   Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

5. Australian momentum: Performance, capacity and the GFC effect

   Vanstone, B. J. & Hahn, T., 1 Maw 2017, Yn: Accounting and Finance . 57, 1, t. 261-287 27 t.

   Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

6. Creating trading systems with fundamental variables and neural networks: The Aby case study

   Vanstone, B., Finnie, G. & Hahn, T., Rhag 2012, Yn: Mathematics and Computers in Simulation. 86, t. 78-91 14 t.

   Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

7. E-gyhoeddi cyn argraffu

   Deep learning applications in investment portfolio management: a systematic literature review

   Novykov, V., Bilson, C., Gepp, A., Harris, G. & Vanstone, B., 18 Rhag 2023, (E-gyhoeddi cyn argraffu) Yn: Journal of Accounting Literature.

   Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

8. Do News and Sentiment play a role in Stock Price Prediction?

   Vanstone, B. J., Gepp, A. & Harris, G., 1 Tach 2019, Yn: Applied Intelligence. 49, 11, t. 3815-3820 6 t.

   Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

9. Do Wall Street fundamentals work in the ASX200?

   Vanstone, B. J. & Agrawal, A., 2006, Yn: The Australasian Journal of Applied Finance. 4, t. 2-7 6 t.

   Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

10. Cyhoeddwyd

    Do initial stop-losses stop losses?

    Vanstone, B. J., 2008, Yn: The Australasian Journal of Applied Finance. 4, t. 5-8 4 t.

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

11. Cyhoeddwyd

    Empirical validation of ELM trained neural networks for financial modelling

    Novykov, V., Bilson, C., Gepp, A., Harris, G. & Vanstone, B., Ion 2023, Yn: Neural Computing and Applications. 35, 2, t. 1581-1605 25 t.

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid