Tobias Hahn’s research concentrates on the application of machine learning techniques in pricing equity options and forecasting volatility. Hybrid models combining standard econometric techniques and artificial neural networks or support vector machines are of particular interest.
Articles
Fundamental investment research – Do US results apply to Australian investors? (with Bruce Vanstone 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 Bruce Vanstone), 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 Bruce Vanstone and Gavin Finnie), Information Technology papers (2009)
There is a long established history of applying Artificial Neural Networks (ANNs) to financial data...
Conference Papers
Stockmarket trading using fundamental variables and neural networks (with Bruce Vanstone and Gavin Finnie), 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...
Returns to selecting value stocks in Australia – The Aby filters (with Bruce Vanstone 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...
Creating short-term stockmarket trading strategies using Artificial Neural Networks: A Case Study (with Bruce J. Vanstone), Information Technology papers (2008)
Developing short-term stockmarket trading systems is a complex process, as there is a great deal...