1. Article › Research › Peer-reviewed

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

   Stephenson, J., Vanstone, B. J. & Hahn, T., Dec 2021, In: Computational Economics. 58, 4, p. 943-964

   Research output: Contribution to journal › Article › peer-review

3. Published

   Adapting deep learning models between regional markets

   Tonkin, I., Gepp, A., Harris, G. & Vanstone, B., Jan 2023, In: Neural Computing and Applications. 35, 2, p. 1483–1492

   Research output: Contribution to journal › Article › peer-review

4. 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 journal › Article › peer-review

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

   Vanstone, B. J. & Hahn, T., 1 Mar 2017, In: Accounting and Finance . 57, 1, p. 261-287 27 p.

   Research output: Contribution to journal › Article › peer-review

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

   Vanstone, B., Finnie, G. & Hahn, T., Dec 2012, In: Mathematics and Computers in Simulation. 86, p. 78-91 14 p.

   Research output: Contribution to journal › Article › peer-review

7. E-pub ahead of print

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

   Novykov, V., Bilson, C., Gepp, A., Harris, G. & Vanstone, B., 18 Dec 2023, (E-pub ahead of print) In: Journal of Accounting Literature.

   Research output: Contribution to journal › Article › peer-review

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

   Vanstone, B. J., Gepp, A. & Harris, G., 1 Nov 2019, In: Applied Intelligence. 49, 11, p. 3815-3820 6 p.

   Research output: Contribution to journal › Article › peer-review

9. 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 journal › Article › peer-review

10. 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 journal › Article › peer-review

11. Published

    Empirical validation of ELM trained neural networks for financial modelling

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

    Research output: Contribution to journal › Article › peer-review