Professor Bruce Vanstone
Head of Bangor Business School

- Conference contribution › Research › Not peer-reviewed
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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 proceeding › Conference contribution
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Theory identity: A machine-learning approach
Larsen, K. R., Hovorka, D., West, J., Birt, J., Pfaff, J. R., Chambers, T. W., Sampedro, Z. R., Zager, N. & Vanstone, B., 2014, Proceedings of the 47th Annual Hawaii International Conference on System Sciences, HICSS 2014. United States: IEEE Computer Society Press, p. 4639-4648 10 p.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
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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 proceeding › Conference contribution
- Conference contribution › Research › Peer-reviewed
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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 proceeding › Conference contribution › peer-review
- Paper › Research › Not peer-reviewed
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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 conference › Paper
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Big Data and ICU scoring systems
Todd, J., Richards, B., Vanstone, B. J. & Gepp, A., 21 Jul 2017.Research output: Contribution to conference › Paper
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Bond Business School, Bond University and intelliHQ
Vanstone, B. J. & Gepp, A., 21 Jul 2017.Research output: Contribution to conference › Paper
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Consumption pattern, financial literacy and financial well-being: the course of retirement
Xue, R., Gepp, A., Stern, S., O'Neill, T. & Vanstone, B. J., 1 Jul 2018.Research output: Contribution to conference › Paper
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Financial Literacy and Financial Decision-making: The mediating role of financial concerns
Xue, R., Gepp, A., O'Neill, T., Stern, S. & Vanstone, B. J., 1 Apr 2019.Research output: Contribution to conference › Paper
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Market reactions to ASIC media releases: abnormal returns around ASIC “Name and Shame” disclosures
Hall, L., Earea, D., Gepp, A., Harris, G., Kelly, S. & Vanstone, B. J., 1 Jul 2018.Research output: Contribution to conference › Paper
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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 conference › Paper
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Producing actionable data-driven insights to improve athlete and team performance
Van der Vegt, B., Gepp, A., Johnman, M. & Vanstone, B. J., 1 Feb 2020.Research output: Contribution to conference › Paper
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The Financial Consequence of Integrity: Using Automated Fraud Detection for Investment
Yee, A., Gepp, A., Kumar, K. & Vanstone, B. J., 2018.Research output: Contribution to conference › Paper
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Using Customer Information and Bayesian Techniques to Enhance Persistence Modelling
Johnman, M., Gepp, A. & Vanstone, B. J., 1 Jun 2019, p. 87.Research output: Contribution to conference › Paper
- Paper › Research › Peer-reviewed
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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
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Momentum Investment Strategies
Vanstone, B. J., 24 Oct 2020.Research output: Contribution to conference › Paper › peer-review
- 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
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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
- Abstract › Research › Peer-reviewed
- Published
Advancing Smart Tourism Destinations: High-Resolution Data in Tourism Demand Forecasting
Horrocks, M., Gepp, A., Todd, J. & Vanstone, B., Sept 2024.Research output: Contribution to conference › Abstract › peer-review
- Published
Advancing Tourism Demand Forecasting: A practical high-frequency framework
Horrocks, M., Gepp, A., Todd, J. & Vanstone, B., Sept 2024.Research output: Contribution to conference › Abstract › peer-review
- Other contribution › Research › Not peer-reviewed
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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 2013Research output: Other contribution
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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 2020Research output: Other contribution
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Momentum Investment using ETFs for smoother volatility and enhanced returns
Vanstone, B. J., 27 Aug 2020, Australian Shareholders' Association.Research output: Other contribution
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NFCP: N-Factor Commodity Pricing Through Term Structure Estimation
Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., 13 Jan 2021Research output: Other contribution
- Other contribution › Research › Peer-reviewed
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LSMRealOptions: Value American and Real Options Through LSM Simulation
Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., 26 Jun 2021Research output: Other contribution › peer-review
- Book › Research › Not peer-reviewed
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Designing stock market trading systems: With and without soft computing
Vanstone, B. & Hahn, T., 2010, Harriman House Publishing.Research output: Book/Report › Book