Wanbin (Walter) Wang

Wanbin (Walter) Wang

RSFAS

Research School of Finance, Actuarial Studies & Statistics

Email
walter.wang@anu.edu.au
Office
CBE Bld (26C)

Research publications

[1]. Competition in the Stock Market with Asymmetric Information. With K. Wang.  Economic Modeling, Vol 61, Feb 2017.

[2]. Predicting stock price movements with news sentiment: An artificial neural networks approach. (Book Chapter). With K. Ho. In: S Shanmuganathan, S Samarasinghe, (Eds.), Artificial Neural Network Modelling, Studies in Computational Intelligence. Springer 2016. 

[3]. Foreign Trade and Economic Growth in Recent China: A Granger Causality Analysis. (Book Chapter). With K. Ho and K. Wang. In: H.G. Djajadikerta, Z. Zhang, (Eds.), A New Paradigm for International Business. ISSN 2198-7246. Springer, Singapore 2015.

[4]. Testing the semi-strong form efficient market hypothesis: an artificial neural network trading strategy. With K. Ho. 1st Conference on Recent Developments in Financial Econometrics and Applications, 4-5, December, 2014

[5]. PMI, foreign trade and economic growth in China. With K. Ho and K. Wang. 2014 Asia-Pacific Business Conference: "Free Trade Agreements and Regional Integration in East Asia: Prospects, Challenges and Implications"27-29 November 2014,Perth, Australia

[6]. The relation between news events and stock price jump: An analysis based on neural network. With K. Ho, W. Liu, and K. Wang. 20th International Congress on Modelling and Simulation (MODSIM2013), Adelaide, Australia, 1-6 December, 2013.

Research engagement and outreach

Memberships

The Australian Mathematical Society

The Statistical Society of Australia

The Institute of Mathematical Statistics

Associate Fellow of the Higher Education Academy

The American Finance Association

The Modelling and Simulation Society of Australia and New Zealand Inc.

Teaching

Tutor, Foundations of Finance (FINM1001), Semester 1 2014

Tutor, Introductory Statistics for Business and Finance (STAT7055), Semester 1, 2 2014,Semester 1,2 2015, Semester 1,2 2016, Semester 1,2 2017