Professor Adrian Gepp
Athro mewn Dadansoddeg Data

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Modelling Oil and Copper Commodity Prices Through Term Structure Estimation: New R Package NFCP useful in future commodity pricing research
Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., 1 Gorff 2021.Allbwn ymchwil: Cyfraniad at gynhadledd › Papur › adolygiad gan gymheiriaid
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Estimation of a term structure model of carbon prices through state spaces methods: a pitch
Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., 8 Chwef 2021, Yn: Accounting Research Journal. 34, 1, t. 106-112Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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FKF.SP: Fast Kalman Filtering Through Sequential Processing
Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C., Vanstone, B. J., Luethi, D., Erb, P., Otziger, S. & Smith, P., 18 Rhag 2020Allbwn ymchwil: Cyfraniad arall › Cyfraniad Arall
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NFCP: N-Factor Commodity Pricing Through Term Structure Estimation
Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., 13 Ion 2021Allbwn ymchwil: Cyfraniad arall › Cyfraniad Arall
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Estimation of a Term Structure Model of Carbon Prices through State Space Methods: The European Union Emissions Trading Scheme
Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., 1 Meh 2021, Yn: Accounting and Finance . 61, 2, t. 3797-3819Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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Variable Transformation to a 2x2 domain space for Edge Matching Puzzles
Aspinall, T., Gepp, A., Harris, G. & Vanstone, B. J., 1 Medi 2020.Allbwn ymchwil: Cyfraniad at gynhadledd › Papur › adolygiad gan gymheiriaid
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LSMRealOptions: Value American and Real Options Through LSM Simulation
Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., 26 Meh 2021Allbwn ymchwil: Cyfraniad arall › Cyfraniad Arall › adolygiad gan gymheiriaid
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Variable transformation to a 2×2 Domain Space for Edge Matching Puzzles
Aspinall, T., Gepp, A., Harris, G. & Vanstone, B. J., 1 Medi 2020, Trends in Artificial Intelligence Theory and Applications. Artificial Intelligence Practices - 33rd International Conference on Industrial, Engineering and Other Applications of Applied Intelligent Systems, IEA/AIE 2020, Proceedings. Fujita, H., Fournier-Viger, P., Ali, M. & Sasaki, J. (gol.). Germany: Springer, t. 210-221 12 t. (Lecture Notes in Computer Science; Cyfrol 12144).Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Pennod › adolygiad gan gymheiriaid
- Cyhoeddwyd
Accountants’ Attitudes to Digital Technology: A Barrier to the Digital Transformation of Accounting?
Busulwa, R., Birt, J., Gepp, A. & Oates, G., Chwef 2024, Digital Transformation in Accounting and Auditing: Navigating Technological Advances for the Future. Springer, t. 153-182Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Pennod › adolygiad gan gymheiriaid
- Cyhoeddwyd
Lost in Translation? The Required Vs. Actual Technology Skills of Accountants
Busulwa, R., Birt, J., Gepp, A. & Oates, G., Chwef 2024, Digital Transformation in Accounting and Auditing: Navigating Technological Advances for the Future. Springer, t. 121-151Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Pennod › adolygiad gan gymheiriaid
- Cyhoeddwyd
Modernising operational risk management in financial institutions via data-driven causal factors analysis: A pre-registered report
Cornwell, N., Bilson, C., Gepp, A., Stern, S. & Vanstone, B., Chwef 2023, Yn: Pacific-Basin Finance Journal. 77, 101906.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
The Role of Data Analytics within Operational Risk Management: A Systematic Review from the Financial Services and Energy Sectors
Cornwell, N., Bilson, C. M., Gepp, A., Stern, S. & Vanstone, B. J., Ion 2023, Yn: Journal of the Operational Research Society. 74, 1, t. 374-402Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Modernising operational risk management in financial institutions via data-driven causal factors analysis: A pre-registered study
Cornwell, N., Bilson, C., Gepp, A., Stern, S. & Vanstone, B., Meh 2023, Yn: Pacific-Basin Finance Journal. 79, 102011.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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Text Box 7.1 Fraud and corporate psychopathy
Croom, S., Erdelyi, R., Gepp, A. & Mills, R., 2020, Corporate Psychopathy. Fritzon, K., Brooks, N. & Croom, S. (gol.). United Kingdom: Palgrave Macmillan, t. 201-202 2 t.Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Pennod
- Cyhoeddwyd
Research ideas matter: Guidance for research students and early career researchers
Duncan, K., Gepp, A., Craig, J. & O'Neill, H., 1 Rhag 2023, Yn: Pacific-Basin Finance Journal. 82, 102153.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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Guest editorial
Dunstan, K. & Gepp, A., 1 Ebr 2018, Yn: Pacific Accounting Review. 30, 2, t. 130-134 5 t.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- E-gyhoeddi cyn argraffu
Pitching business school researcher profiles
Faff, R., Mathuva, D., Brosnan, M., Hoffmann, S., Albu, C., Ali, S., Axelsen, M., Cornwell, N., Gepp, A., Gill, C., Honey, K., Malik, I., Mehrotra, V., Moses, O., Ratiu, R. V., Tan, D. & Tuszkiewicz, M. A., 21 Medi 2023, (E-gyhoeddi cyn argraffu) Yn: Journal of Accounting Literature.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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Financial Applications of Semidefinite Programming: A Review and Call for Interdisciplinary Research
Gepp, A., Harris, G. & Vanstone, B. J., 27 Medi 2019, Yn: Accounting and Finance .Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Taking the hunch out of the crunch: A framework to improve variable selection in models to detect financial statement fraud
Gepp, A., Kumar, K. & Bhattacharya, S., Meh 2024, Yn: Accounting and Finance . 64, 2, t. 1569-1588Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
世界で深刻化する食品犯罪、産地偽装問題 AIとブロックチェーンでの対策に期待
Gepp, A. & Tiwari, M., 2024, Project Design Online.Allbwn ymchwil: Cyfraniad at gyhoeddiad arbenigol › Erthygl
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Big data techniques in auditing research and practice: Current trends and future opportunities
Gepp, A., Linnenluecke, M. K. & O'Neill, T. J., 1 Meh 2018, Yn: Journal of Accounting Literature. 40, t. 102-115 14 t.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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How to Improve Teaching Using Blended Learning
Gepp, A. & Kumar, K., 27 Rhag 2019, Theoretical and Practical Approaches to Innovation in Higher Education. Makewa, L. N. (gol.). United States: IGI Global, t. 80-90 11 t.Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Pennod
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Audit Data Analytics
Gepp, A. & Johnson, R., 1 Medi 2021, Auditing: A Practical Approach with Data Analytics. Johnson, R. N. & Wiley, L. D. (gol.). 2nd gol. United States: John Wiley & SonsAllbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Pennod › adolygiad gan gymheiriaid
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Advanced Statistics with Applications in R, Eugene Demidenko, 2020, Wiley Series in Probability and Statistics, John Wiley and Sons USA
Gepp, A., 5 Gorff 2021, Yn: Journal of the Royal Statistical Society Series A (Statistics in Society). 184, 4, t. 1610-1611Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl adolygu › adolygiad gan gymheiriaid
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An Introductory Note on Big Data and Data Analytics for Accountants and Auditors
Gepp, A. & Parker, M., 2018, Ivey Publishing.Allbwn ymchwil: Cyfraniad arall › Cyfraniad Arall
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Lifting the Numbers Game: Identifying key input variables and a best-performing model to detect financial statement fraud
Gepp, A., Kumar, K. & Bhattacharya, S., 1 Medi 2021, Yn: Accounting and Finance . 61, 3, t. 4601-4638 38 t.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Food fraud is a growing economic and health issue – but AI and blockchain technology can help combat it
Gepp, A. & Tiwari, M., 2 Ebr 2024, The Conversation.Allbwn ymchwil: Cyfraniad at gyhoeddiad arbenigol › Erthygl
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Successes, failures and lessons learned from developing Data Analytics programs within Business Schools in multiple countries, one of which won a national award
Gepp, A., Medi 2023.Allbwn ymchwil: Cyfraniad at gynhadledd › Papur › adolygiad gan gymheiriaid
- Cyhoeddwyd
Using Data Analytics to Distinguish Legitimate and Illegitimate Shell Companies
Gepp, A., Tiwari, M. & Kumar, K., Ebr 2023.Allbwn ymchwil: Cyfraniad at gynhadledd › Papur › adolygiad gan gymheiriaid
- Cyhoeddwyd
The Impact of Housing Tenure on Financial Wellbeing Among Elderly Australians
Gignac, G., Gepp, A., O'Neill, T. J. & Xue, R., 27 Rhag 2023, Yn: Social Indicators Research. 171, t. 655-675Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Exploring the interplay between equity groups, mental health and perceived employability amongst students at a public Australian university
Gill, C., Todd, J., Bennett, D. & Gepp, A., 1 Medi 2024, Yn: Research in Higher Education. 65, 6, t. 1316-1339 24 t.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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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 Gorff 2018.Allbwn ymchwil: Cyfraniad at gynhadledd › Papur
Using Machine Learning Techniques to Assess the Financial Impact of the COVID-19 Pandemic on the Global Aviation Industry
Halteh, K., AlKhoury, R., Adel Ziadat, S., Gepp, A. & Kumar, K., Maw 2024, Yn: Transportation Research Interdisciplinary Perspectives. 101043.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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Bankruptcy Prediction of Australian SMEs and Large Companies
Halteh, K., Gepp, A. & Kumar, K., 1 Meh 2020.Allbwn ymchwil: Cyfraniad at gynhadledd › Papur › adolygiad gan gymheiriaid
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Financial-distress prediction of Islamic banks using tree-based stochastic techniques
Halteh, K., Kumar, K. & Gepp, A., 22 Meh 2018, Yn: Managerial Finance. 44, 6, t. 759-773 15 t.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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Using Cutting-Edge Tree-Based Stochastic Models to Predict Credit Risk
Halteh, K., Kumar, K. & Gepp, A., 16 Mai 2018, Yn: Risks. 6, 2, 55.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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Automatically Generating and Solving Eternity II Style Puzzles
Harris, G., Vanstone, B. J. & Gepp, A., 30 Mai 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. (gol.). Germany: Springer, t. 626-632 7 t. (Lecture Notes in Computer Science (LNCS)).Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Pennod
- Cyhoeddwyd
Advancing Smart Tourism Destinations: High-Resolution Data in Tourism Demand Forecasting
Horrocks, M., Gepp, A., Todd, J. & Vanstone, B., Medi 2024.Allbwn ymchwil: Cyfraniad at gynhadledd › Crynodeb › adolygiad gan gymheiriaid
- Cyhoeddwyd
Advancing Tourism Demand Forecasting: A practical high-frequency framework
Horrocks, M., Gepp, A., Todd, J. & Vanstone, B., Medi 2024.Allbwn ymchwil: Cyfraniad at gynhadledd › Crynodeb › adolygiad gan gymheiriaid
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Using Customer Information and Bayesian Techniques to Enhance Persistence Modelling
Johnman, M., Gepp, A. & Vanstone, B. J., 1 Meh 2019, t. 87.Allbwn ymchwil: Cyfraniad at gynhadledd › Papur
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Harnessing Investor Sentiment Using Big Data Analytics
Johnman, M., Gepp, A. & Vanstone, B. J., 2019, Yn: The Australasian Journal of Applied Finance. 2019, 3Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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Predicting FTSE 100 returns and volatility using sentiment analysis
Johnman, M., Vanstone, B. J. & Gepp, A., 1 Tach 2018, Yn: Accounting and Finance . 58, S1, t. 253-274 22 t.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
AI threatens to add to the growing wave of fraud but is also helping tackle it
Jones, L. & Gepp, A., 10 Awst 2023, The Conversation.Allbwn ymchwil: Cyfraniad at gyhoeddiad arbenigol › Erthygl
- E-gyhoeddi cyn argraffu
An investigation into accounting and business students’ employability beliefs
Kercher, K., Todd, J., Gill, C., Bennett, D. & Gepp, A., 4 Ebr 2024, (E-gyhoeddi cyn argraffu) Yn: Accounting Education.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Cyhoeddwyd
Empirical validation of ELM trained neural networks for financial modelling
Novykov, V., Bilson, C., Gepp, A., Harris, G. & Vanstone, B., Ion 2023, Yn: Neural Computing and Applications. 35, 2, t. 1581-1605 25 t.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- E-gyhoeddi cyn argraffu
Deep learning applications in investment portfolio management: a systematic literature review
Novykov, V., Bilson, C., Gepp, A., Harris, G. & Vanstone, B., 18 Rhag 2023, (E-gyhoeddi cyn argraffu) Yn: Journal of Accounting Literature.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
A Big Data Framework to Address Building Sum Insured Misestimation
Roberts, C., Gepp, A. & Todd, J., 28 Awst 2023, Yn: Big Data Research. 33, 100396.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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Money Laundering: Using a hybrid approach to detect illicit shell companies
Tiwari, M., Gepp, A. & Kumar, K., 1 Meh 2020, t. 35.Allbwn ymchwil: Cyfraniad at gynhadledd › Papur › adolygiad gan gymheiriaid
- Cyhoeddwyd
Factors influencing the choice of technique to launder funds: The APPT framework
Tiwari, M., Ferrill, J., Gepp, A. & Kumar, K., Medi 2023, Yn: Journal of Economic Criminology. 1, 100006.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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A Review of Money Laundering Literature: The State of Research in Key Areas
Tiwari, M., Gepp, A. & Kumar, K., 18 Maw 2020, Yn: Pacific Accounting Review. 32, 2, t. 271-303 33 t.Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid