1. Book › Research › Not peer-reviewed

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

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

   Research output: Book/Report › Book

3. Other contribution › Research › Peer-reviewed

4. LSMRealOptions: Value American and Real Options Through LSM Simulation

   Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., 26 Jun 2021

   Research output: Other contribution › peer-review

5. Other contribution › Research › Not peer-reviewed

6. Dead cat bounce [radio interview]: Interviewed by Annamarie Reyes for the 2SER FM Radio program: On the Money: Word of the Week, 5 August, 2013

   Vanstone, B. J., 5 Aug 2013

   Research output: Other contribution

7. FKF.SP: Fast Kalman Filtering Through Sequential Processing

   Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C., Vanstone, B. J., Luethi, D., Erb, P., Otziger, S. & Smith, P., 18 Dec 2020

   Research output: Other contribution

8. Momentum Investment using ETFs for smoother volatility and enhanced returns

   Vanstone, B. J., 27 Aug 2020, Australian Shareholders' Association.

   Research output: Other contribution

9. NFCP: N-Factor Commodity Pricing Through Term Structure Estimation

   Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., 13 Jan 2021

   Research output: Other contribution

10. Paper › Research › Peer-reviewed

11. Modelling Oil and Copper Commodity Prices Through Term Structure Estimation: New R Package NFCP useful in future commodity pricing research

    Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., 1 Jul 2021.

    Research output: Contribution to conference › Paper › peer-review

12. Momentum Investment Strategies

    Vanstone, B. J., 24 Oct 2020.

    Research output: Contribution to conference › Paper › peer-review

13. Published

    The Quest for Optimal Trade Execution: Statistical Models vs Reinforcement Learning

    Tonkin, I., Gepp, A., Harris, G. & Vanstone, B., Sept 2023.

    Research output: Contribution to conference › Paper › peer-review

14. Variable Transformation to a 2x2 domain space for Edge Matching Puzzles

    Aspinall, T., Gepp, A., Harris, G. & Vanstone, B. J., 1 Sept 2020.

    Research output: Contribution to conference › Paper › peer-review