Professor Bruce Vanstone

Head of Bangor Business School

  1. 2012
  2. Developing high frequency foreign exchange trading systems

    Vanstone, B. J., Hahn, T. & Finnie, G., 2012, Proceedings of the 25th Australasian Finance & Banking Conference. Moshirian, F. (ed.). Australia: Australian School of Business, University of New South Wales

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  3. Momentum returns to S&P/ASX 100 constituents

    Vanstone, B., Hahn, T. & Finnie, G., 2012, In: The Australasian Journal of Applied Finance. 3, 3, p. 15-18 3 p.

    Research output: Contribution to journalArticlepeer-review

  4. Risk management in the Australian stock market using Artificial Neural Networks

    Krollner, B., Vanstone, B. J. & Finnie, G., 2012, In: Australian Journal of Intelligent Information Processing Systems. 13, 2, p. 1-12 12 p.

    Research output: Contribution to journalArticlepeer-review

  5. 2011
  6. Trading foreign currency using artificial neural network strategies

    Vanstone, B. & Finnie, G., 2011, Proceedings of the International Conference on Neural Computation Theory and Applications. Madani, K. (ed.). Germany: Springer, p. 163-167 5 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  7. 2010
  8. Enhancing stockmarket trading performance with ANNs

    Vanstone, B. & Finnie, G., 1 Sept 2010, In: Expert Systems with Applications. 37, 9, p. 6602-6610 9 p.

    Research output: Contribution to journalArticlepeer-review

  9. Designing stock market trading systems: With and without soft computing

    Vanstone, B. & Hahn, T., 2010, Harriman House Publishing.

    Research output: Book/ReportBook

  10. Financial time series forecasting with machine learning techniques: A survey

    Krollner, B., Vanstone, B. & Finnie, G., 2010, Proceedings of the 18th European Symposium on Artificial Neural Networks (ESANN 2010). p. 25-30 6 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  11. Predictable responses in currency markets to macroeconomic news: A trading system approach

    Schneller, W. & Vanstone, B. J., 2010, p. 1--26.

    Research output: Contribution to conferencePaper

  12. Stockmarket trading using fundamental variables and neural networks

    Vanstone, B. J., Finnie, G. & Hahn, T., 2010, In: Australian Journal of Intelligent Information Processing Systems. 11, 1, p. 41-47 7 p.

    Research output: Contribution to journalArticlepeer-review

  13. 2009
  14. An empirical methodology for developing stockmarket trading systems using artificial neural networks

    Vanstone, B. & Finnie, G., 1 Apr 2009, In: Expert Systems with Applications. 36, 3 PART 2, p. 6668-6680 13 p.

    Research output: Contribution to journalArticlepeer-review

  15. Designing short term trading systems with artificial neural networks

    Vanstone, B., Finnie, G. & Hahn, T., 2009, Advances in Electrical Engineering and Computational Science. Vol. 39 LNEE. p. 401-409 9 p. (Lecture Notes in Electrical Engineering).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  16. Fundamental investment research - do US results apply to Australian investors?

    Vanstone, B. J. & Hahn, T., 2009, In: The Australasian Journal of Applied Finance. 4

    Research output: Contribution to journalArticlepeer-review

  17. Returns to selecting value stocks in Australia - The Aby filters

    Vanstone, B. J., Hahn, T. & Finnie, G., 2009, Proceedings of The 22nd Australasian Finance and Banking Conference 2009. Social Science Research Network (SSRN), p. 1-6 6 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  18. 2008
  19. Creating short-term stockmarket trading strategies using artificial neural networks: A case study

    Vanstone, B. & Hahn, T., 2008, WORLD CONGRESS ON ENGINEERING 2008, VOLS I-II. Ao, SI., Gelman, L., Hukins, DWL., Hunter, A. & Korsunsky, AM. (eds.). INT ASSOC ENGINEERS-IAENG, p. 80-84 5 p. (Lecture Notes in Engineering and Computer Science).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  20. Published

    Do initial stop-losses stop losses?

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

    Research output: Contribution to journalArticlepeer-review

  21. Enhancing existing stockmarket trading strategies using artificial neural networks: A case study

    Vanstone, B. & Finnie, G., 2008, Neural Information Processing - 14th International Conference, ICONIP 2007, Revised Selected Papers. PART 2 ed. Vol. 4985 LNCS. p. 478-487 10 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  22. 2006
  23. Combining technical analysis and neural networks in the Australian stockmarket

    Vanstone, B. & Finnie, G., 2006, Proceedings of the 10th IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006. del Pobil, A. P. (ed.). p. 125-130 6 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  24. Do Wall Street fundamentals work in the ASX200?

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

    Research output: Contribution to journalArticlepeer-review

  25. 2005
  26. Evaluating the application of neural networks and fundamental analysis in the Australian Stockmarket

    Vanstone, B. J., Finnie, G. & Tan, C. N. W., 2005, Proceedings of the IASTED International Conference on Computational Intelligence. Hamza, M. H. (ed.). Canada: ACTA Press, p. 62-67 6 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  27. Intelligent IS: Artificial neural networks in financial trading

    Vanstone, B. J. & Tan, C., 2005, Encyclopedia of information science and technology. Khosrow-Pour, M. (ed.). United States: IGI Global, Vol. I. p. 163-167 5 p.

    Research output: Chapter in Book/Report/Conference proceedingChapter

  28. 2004
  29. Applying fundamental analysis and neural networks in the Australian Stockmarket

    Vanstone, B. J., Finnie, G. & Tan, C., 2004, p. 206-211.

    Research output: Contribution to conferencePaper

  30. Enhancing security selection in the Australian Stockmarket using fundamental analysis and neural networks

    Vanstone, B. J., Finnie, G. & Tan, C., 2004, International Conference on Artificial Intelligence and Soft Computing. del Pobil, A. P. (ed.). Canada: ACTA Press, p. 305-310 6 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  31. 2003
  32. A survey of the application of soft computing to investment and financial trading

    Vanstone, B. J. & Tan, C., 2003, Proceedings of the Eighth Australian and New Zealand Intelligent Information Systems Conference (ANZIIS 2003). Lovell, B. C., Campbell, D. A., Fookes, C. B. & Maeder, A. J. (eds.). The Australian Pattern Recognition Society, p. 211-216 6 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

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