Professor Bruce Vanstone

Head of Bangor Business School

  1. Conference contribution › Research › Not peer-reviewed
  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  8. 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

  9. 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

  10. Momentum investing and the GFC: The case of the S&P/ASX100

    Vanstone, B. J. & Hahn, T., 2013, Proceedings of the 26th Australasian Finance and Banking Conference. Moshirian, F. (ed.). Australia: Australian School of Business, University of New South Wales

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

  11. 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