B.App. Sc. (Comp) (QUT) MSc. (DB & IS) (London) Dip. TA. (ATAA) PhD (Computational Finance) (Bond) Bruce commenced his academic career in 2002, joining Bond University as a Senior Teaching Fellow. He completed his PhD at Bond in Computational Finance in 2006. Prior to commencing his academic career, Bruce spent 16 years in industry, working as a Consultant Business / Systems Analyst for many major corporations worldwide. His research focus is in the academic discipline of Computational Finance, specifically, researching and developing stockmarket trading strategies using cutting edge technologies, particularly neural networks. His aim is to develop stockmarket trading strategies and improve stockmarket trading performance by combining Fundamental Analysis and Technical Analysis with technologies such as neural networks.
Articles
Enhancing stockmarket trading performance with ANNs (with Gavin Finnie), Expert systems with applications (2010)
Artificial Neural Networks (ANNs) have been repeatedly and consistently applied to the domain of trading...
Momentum (Part 1 of 3), Information Technology papers (2010)
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The purpose of this 3‐part series of articles is to provide information about...
Momentum (Part 2 of 3), Information Technology papers (2010)
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This article is part 2 of a 3‐part series. In this article, I...
Momentum (Part 3 of 3), Information Technology papers (2010)
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This article is part 3 of a 3‐part series. In this final article,...
Fundamental investment research – Do US results apply to Australian investors? (with Tobias Hahn and Gavin Finnie), JASSA: The Finsia journal of applied finance (2009)
For many investors, the financial crisis of 2008 and 2009 has sparked renewed interest in...
Books
Designing stockmarket trading systems: With and without soft computing (with Tobias Hahn), Information Technology papers (2010)
Everybody knows there is potential to make big money in the stock market. But what...
Book Chapters
Designing short term trading systems with artificial neural networks (with Gavin Finnie and Tobias Hahn), Advances in electrical engineering and computational science (2009)
There is a long established history of applying Artificial Neural Networks (ANNs) to financial data...
Popular Press
Trading life: Dr Bruce Vanstone, Your trading edge (2010)
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For many traders, academics are a nuisance! They seem to write endless articles...
Conference Papers
Stockmarket trading using fundamental variables and neural networks (with Gavin Finnie and Tobias Hahn), Paper to be presented at ICONIP 2010: 17th International Conference on Neural Information Processing (2010)
This paper uses a neural network methodology developed by Vanstone & Finnie[1] to develop a...
Financial time series forecasting with machine learning techniques: A survey (with Bjoern Krollner and Gavin Finnie), Paper presented at the European symposium on artificial neural networks: Computational and machine learning (2010)
Stock index forecasting is vital for making informed investment decisions. This paper surveys recent literature...
Returns to selecting value stocks in Australia – The Aby filters (with Tobias Hahn and Gavin Finnie), Paper to be presented at the 22nd Australasian finance and banking conference (2009)
The development of the Financial Crisis throughout 2008 and into 2009 has caused many fund...
Other
How to generate maximum returns and reduce risk using position sizing techniques, Presented at the trading & investing seminars & expo (2010)
Selecting what and when to buy and sell is an important aspect of trading. However,...
The great debate: Fundamental v technical analysis (with Alison Harrington, Max Knobel, and George Karakatsanis), Presented at the trading & investing seminars & expo (2010)
So, you want be a successful share market trader? It doesn’t matter whether you have...
Trading in the Australian stockmarket using artificial neural networks, Theses (2006)
This thesis focuses on training and testing neural networks for use within stockmarket trading systems....