Photo of Bruce Vanstone

Bruce Vanstone

Professor of Data Science, Prof

  • Bond University, Bond Business School

    4229 Gold Coast

    Australia

Accepting PhD Students

20032020

Research output per year

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Research Output

2020

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

Stephenson, J., Vanstone, B. J. & Hahn, T., 4 Apr 2020, In : Computational Economics.

Research output: Contribution to journalArticleResearchpeer-review

News Media Analytics in Finance: A Survey

Marty, T., Vanstone, B. J. & Hahn, T., 1 Jun 2020, In : Accounting and Finance. 60, 2, p. 1385-1434 50 p.

Research output: Contribution to journalArticleResearchpeer-review

Producing actionable data-driven insights to improve athlete and team performance

Van der Vegt, B., Gepp, A., Johnman, M. & Vanstone, B. J., Feb 2020.

Research output: Contribution to conferenceAbstractResearch

Open Access
File
3 Downloads (Pure)
2019

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 journalArticleResearchpeer-review

Open Access
File
2 Citations (Scopus)
17 Downloads (Pure)

Financial Applications of Semidefinite Programming: A Review and Call for Interdisciplinary Research

Gepp, A., Harris, G. & Vanstone, B. J., 27 Sep 2019, In : Accounting and Finance. 29 p.

Research output: Contribution to journalArticleResearchpeer-review

Financial literacy amongst elderly Australians

Xue, R., Gepp, A., O'Neill, T., Stern, S. & Vanstone, B. J., Apr 2019, In : Accounting and Finance. 59, S1, p. 887-918 32 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
8 Citations (Scopus)
170 Downloads (Pure)

Financial Literacy and Financial Decision-making: The mediating role of financial concerns

Xue, R., Gepp, A., O'Neill, T., Stern, S. & Vanstone, B. J., Apr 2019.

Research output: Contribution to conferencePresentationResearchpeer-review

Open Access
File
327 Downloads (Pure)

Financial well-being amongst elderly Australians: The role of consumption patterns and financial literacy

Xue, R., Gepp, A., O'Neill, T., Stern, S. & Vanstone, B. J., 30 Sep 2019, In : Accounting and Finance.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Harnessing Investor Sentiment Using Big Data Analytics

Johnman, M., Gepp, A. & Vanstone, B. J., 2019, In : The Australasian Journal of Applied Finance. 2019, 3

Research output: Contribution to journalArticleResearchpeer-review

Open Access

Improving Mortality Models in the ICU with High-Frequency Data

Todd, J., Gepp, A., Richards, B. & Vanstone, B. J., Sep 2019, In : International Journal of Medical Informatics. 129, p. 318-323 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File

Investigating Healthcare Contacts of Dialysis Patients by Age and Gender

Todd, J., Gepp, A., Vanstone, B. J. & Richards, B., 27 Feb 2019, In : BMC Health Services Research. 19, 1, p. 1-8 8 p., 136.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
120 Downloads (Pure)

Modelling momentum winner/loser asymmetry: the sources of winner and loser returns in the ASX200 and S&P500

Inglis, N., Vanstone, B. J. & Hahn, T., Apr 2019, In : Accounting and Finance. 59, S1, p. 657-684 28 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
60 Downloads (Pure)

Momentum in Australia

Vanstone, B. J. & Hahn, T., 2019, In : The Australasian Journal of Applied Finance. 2019, 3, p. 17-22 6 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access

Using Customer Information and Bayesian Techniques to Enhance Persistence Modelling

Johnman, M., Gepp, A. & Vanstone, B. J., Jun 2019, p. 87.

Research output: Contribution to conferenceAbstractResearchpeer-review

2018

Automatically Generating and Solving Eternity II Style Puzzles

Harris, G., Vanstone, B. J. & Gepp, A., 30 May 2018, Recent Trends and Future Technology in Applied Intelligence - 31st International Conference on Industrial Engineering and Other Applications of Applied Intelligent Systems, IEA/AIE 2018, Proceedings. Mouhoub, M., Sadaoui, S., Ait Mahomed, O. & Ali, M. (eds.). Cham: Springer, p. 626-632 7 p. (Lecture Notes in Computer Science (LNCS); vol. 10868).

Research output: Chapter in Book/Report/Conference proceedingChapterResearchpeer-review

Open Access
File
142 Downloads (Pure)

Consumption pattern, financial literacy and financial well-being: the course of retirement

Xue, R., Gepp, A., Stern, S., O'Neill, T. & Vanstone, B. J., Jul 2018.

Research output: Contribution to conferenceOtherResearchpeer-review

Industry momentum: An exchange-traded funds approach

Vanstone, B. J., Hahn, T. & Earea, D., 23 Nov 2018.

Research output: Contribution to conferencePresentationResearchpeer-review

Open Access
File
26 Downloads (Pure)

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, (Unpublished).

Research output: Contribution to conferencePresentationResearchpeer-review

File
7 Downloads (Pure)

Predicting FTSE 100 returns and volatility using sentiment analysis

Johnman, M., Vanstone, B. J. & Gepp, A., Nov 2018, In : Accounting and Finance. 58, S1, p. 253-274 22 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
5 Citations (Scopus)
166 Downloads (Pure)

Text Mining and Automation for Processing of Patient Referrals

Todd, J., Richards, B., Vanstone, B. J. & Gepp, A., 28 Mar 2018, In : Applied Clinical Informatics. 9, 1, p. 232-237 6 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

The Effect of Sentiment on Stock Price Prediction

Vanstone, B. J., Gepp, A. & Harris, G., 30 May 2018, Recent Trends and Future Technology in Applied Intelligence - 31st International Conference on Industrial Engineering and Other Applications of Applied Intelligent Systems, IEA/AIE 2018, Proceedings. Mouhoub, M., Sadaoui, S., Ait Mahamed, O. & Ali, M. (eds.). Cham: Springer, p. 551-559 9 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 10868 LNAI).

Research output: Chapter in Book/Report/Conference proceedingChapterResearchpeer-review

Open Access
File
1 Citation (Scopus)
107 Downloads (Pure)

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 conferenceAbstractResearch

2017

Australian momentum: Performance, capacity and the GFC effect

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

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)
16 Downloads (Pure)

Big Data and ICU scoring systems

Todd, J., Richards, B., Vanstone, B. J. & Gepp, A., 21 Jul 2017.

Research output: Contribution to conferencePosterResearch

Big Data and ICU Scoring Systems

Todd, J., Gepp, A., Vanstone, B. J. & Richards, B., 2017, p. 47-48. 2 p.

Research output: Contribution to conferenceAbstractResearchpeer-review

Open Access

Bond Business School, Bond University and intelliHQ

Vanstone, B. J. & Gepp, A., 21 Jul 2017.

Research output: Contribution to conferencePresentationResearch

2015

Data Characteristics for High-Frequency Trading Systems

Vanstone, B. & Hahn, T., 4 Feb 2015, Handbook of High Frequency Trading. Gregoriou, G. N. (ed.). Elsevier, p. 47-57 11 p.

Research output: Chapter in Book/Report/Conference proceedingOther chapter contributionResearchpeer-review

First steps in developing high-frequency trading models

Vanstone, B. J. & Hahn, T., 2015, In : The Journal of Trading. 10, 2, p. 54-71 18 p.

Research output: Contribution to journalArticleResearchpeer-review

2014

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. IEEE Computer Society, p. 4639-4648 10 p. 6759171

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

4 Citations (Scopus)
2013

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.). Sydney: University of New South Wales, 20 p.

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

Open Access
2012

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

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

Research output: Contribution to journalArticleResearchpeer-review

11 Citations (Scopus)

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: University of New South Wales, 6 p.

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

Open Access

Developing High Frequency Foreign Exchange Trading Systems

Vanstone, B. J., 2012.

Research output: Contribution to conferencePosterResearch

Open Access
File
73 Downloads (Pure)

Momentum returns to S&P/ASX 100 constituents

Vanstone, B., Hahn, T. & Finnie, G., 2012, In : JASSA. 3, 3, p. 13-15 3 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

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 journalArticleResearchpeer-review

2011

Trading foreign currency using artificial neural network strategies

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

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

1 Citation (Scopus)
2010

Designing stock market trading systems: With and without soft computing

Vanstone, B. & Hahn, T., 2010, Harriman House Publishing. 262 p.

Research output: Book/ReportBookResearchpeer-review

Enhancing stockmarket trading performance with ANNs

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

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
17 Citations (Scopus)
65 Downloads (Pure)

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): Computational Intelligence and Machine Learning. p. 25-30 6 p.

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

Open Access
File
44 Citations (Scopus)
791 Downloads (Pure)

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

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

Research output: Contribution to conferencePaperResearchpeer-review

Open Access

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 journalArticleResearchpeer-review

Open Access
File
16 Downloads (Pure)
2009

An empirical methodology for developing stockmarket trading systems using artificial neural networks

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

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
64 Citations (Scopus)
119 Downloads (Pure)

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; vol. 39 LNEE).

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

Open Access
File
2 Citations (Scopus)
86 Downloads (Pure)

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

Vanstone, B. J. & Hahn, T., 2009, In : JASSA. 4

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
5 Downloads (Pure)

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. Rochester, New York: Social Science Research Network (SSRN) , p. 1-6 6 p.

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

Open Access
2008

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 contributionResearchpeer-review

Open Access
File
5 Downloads (Pure)

Do initial stop-losses stop losses?

Vanstone, B. J., 2008, In : JASSA. 4, p. 5-8 4 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
File
8 Downloads (Pure)

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); vol. 4985 LNCS, no. PART 2).

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

2 Citations (Scopus)
2006

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 contributionResearchpeer-review

Open Access
File
2 Citations (Scopus)
61 Downloads (Pure)