Porth Ymchwil

Professor Bruce Vanstone

Head of Bangor Business School

Aelodaeth

ORCID: 0000-0002-3977-2468
1 - 50 o blith 74Maint y tudalen: 50
Trefnu yn ôl: Math
  1. Erthygl › Ymchwil › Adolygwyd gan gymheiriaid

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

    Stephenson, J., Vanstone, B. J. & Hahn, T., Rhag 2021, Yn: Computational Economics. 58, 4, t. 943-964

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  3. Cyhoeddwyd

    Adapting deep learning models between regional markets

    Tonkin, I., Gepp, A., Harris, G. & Vanstone, B., Ion 2023, Yn: Neural Computing and Applications. 35, 2, t. 1483–1492

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

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

    Vanstone, B. & Finnie, G., 1 Ebr 2009, Yn: Expert Systems with Applications. 36, 3 PART 2, t. 6668-6680 13 t.

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  5. Australian momentum: Performance, capacity and the GFC effect

    Vanstone, B. J. & Hahn, T., 1 Maw 2017, Yn: Accounting and Finance . 57, 1, t. 261-287 27 t.

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

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

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

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  7. 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

  8. Cyhoeddwyd

    Detecting Financial Statement Fraud: An Alternative Evaluation of Automated Tools Using Portfolio Performance

    Yee, A., Gepp, A., Kumar, K., Todd, J. & Vanstone, B., Meh 2024, Yn: Journal of Forensic and Investigative Accounting. 16, 1, 13 t.

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  9. Do News and Sentiment play a role in Stock Price Prediction?

    Vanstone, B. J., Gepp, A. & Harris, G., 1 Tach 2019, Yn: Applied Intelligence. 49, 11, t. 3815-3820 6 t.

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  10. Do Wall Street fundamentals work in the ASX200?

    Vanstone, B. J. & Agrawal, A., 2006, Yn: The Australasian Journal of Applied Finance. 4, t. 2-7 6 t.

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  11. Cyhoeddwyd

    Do initial stop-losses stop losses?

    Vanstone, B. J., 2008, Yn: The Australasian Journal of Applied Finance. 4, t. 5-8 4 t.

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  12. 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

  13. Enhancing stockmarket trading performance with ANNs

    Vanstone, B. & Finnie, G., 1 Medi 2010, Yn: Expert Systems with Applications. 37, 9, t. 6602-6610 9 t.

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  14. 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. 3797-3819

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  15. 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. 106-112

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  16. 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

  17. Financial Literacy and Financial Strategies: The mediating role of financial concerns

    Xue, R., Gepp, A., O'Neill, T., Stern, S. & Vanstone, B. J., 1 Awst 2021, Yn: Australian Journal of Management. 46, 3, t. 437-465

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  18. Financial literacy amongst elderly Australians

    Xue, R., Gepp, A., O'Neill, T., Stern, S. & Vanstone, B. J., 1 Ebr 2019, Yn: Accounting and Finance . 59, S1, t. 887-918 32 t.

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  19. 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 Medi 2019, Yn: Accounting and Finance .

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  20. First steps in developing high-frequency trading models

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

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

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

    Vanstone, B. J. & Hahn, T., 2009, Yn: The Australasian Journal of Applied Finance. 4

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  22. Harnessing Investor Sentiment Using Big Data Analytics

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

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  23. Improving Mortality Models in the ICU with High-Frequency Data

    Todd, J., Gepp, A., Richards, B. & Vanstone, B. J., 1 Medi 2019, Yn: International Journal of Medical Informatics. 129, t. 318-323 6 t.

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  24. Cyhoeddwyd

    Improving decision making in the management of hospital readmissions using modern survival analysis techniques

    Todd, J., Gepp, A., Stern, S. & Vanstone, B., Mai 2022, Yn: Decision Support Systems. 156, 113747.

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  25. Industry momentum: an exchange‐traded funds approach

    Vanstone, B. J., Hahn, T. & Earea, D., Medi 2021, Yn: Accounting and Finance . 61, 3, t. 4007-4024

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  26. Investigating Healthcare Contacts of Dialysis Patients by Age and Gender

    Todd, J., Gepp, A., Vanstone, B. J. & Richards, B., 27 Chwef 2019, Yn: BMC Health Services Research. 19, 1, t. 1-8 8 t.

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  27. 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., 1 Ebr 2019, Yn: Accounting and Finance . 59, S1, t. 657-684 28 t.

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  28. 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

  29. 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

  30. Momentum in Australia

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

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  31. Momentum returns to S&P/ASX 100 constituents

    Vanstone, B., Hahn, T. & Finnie, G., 2012, Yn: The Australasian Journal of Applied Finance. 3, 3, t. 15-18 3 t.

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  32. News Media Analytics in Finance: A Survey

    Marty, T., Vanstone, B. J. & Hahn, T., 1 Meh 2020, Yn: Accounting and Finance . 60, 2, t. 1385-1434 50 t.

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  33. 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

  34. Risk management in the Australian stock market using Artificial Neural Networks

    Krollner, B., Vanstone, B. J. & Finnie, G., 2012, Yn: Australian Journal of Intelligent Information Processing Systems. 13, 2, t. 1-12 12 t.

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  35. Stockmarket trading using fundamental variables and neural networks

    Vanstone, B. J., Finnie, G. & Hahn, T., 2010, Yn: Australian Journal of Intelligent Information Processing Systems. 11, 1, t. 41-47 7 t.

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  36. Text Mining and Automation for Processing of Patient Referrals

    Todd, J., Richards, B., Vanstone, B. J. & Gepp, A., 28 Maw 2018, Yn: Applied Clinical Informatics. 9, 1, t. 232-237 6 t.

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  37. 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. 374-402

    Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

  38. Pennod › Ymchwil › Heb ei adolygu gan gymheiriaid

  39. 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

  40. Data Characteristics for High-Frequency Trading Systems

    Vanstone, B. & Hahn, T., 4 Chwef 2015, Handbook of High Frequency Trading. Gregoriou, G. N. (gol.). Netherlands: Elsevier, t. 47-57 11 t.

    Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Pennod

  41. Intelligent IS: Artificial neural networks in financial trading

    Vanstone, B. J. & Tan, C., 2005, Encyclopedia of information science and technology. Khosrow-Pour, M. (gol.). United States: IGI Global, Cyfrol I. t. 163-167 5 t.

    Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Pennod

  42. The Effect of Sentiment on Stock Price Prediction

    Vanstone, B. J., Gepp, A. & Harris, G., 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 Mahamed, O. & Ali, M. (gol.). Germany: Springer, t. 551-559 9 t. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).

    Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Pennod

  43. Pennod › Ymchwil › Adolygwyd gan gymheiriaid

  44. 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

  45. Cyfraniad i Gynhadledd › Ymchwil › Heb ei adolygu gan gymheiriaid

  46. 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. (gol.). t. 125-130 6 t.

    Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Cyfraniad i Gynhadledd

  47. 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, S., Gelman, L., Hukins, D., Hunter, A. & Korsunsky, A. (gol.). INT ASSOC ENGINEERS-IAENG, t. 80-84 5 t. (Lecture Notes in Engineering and Computer Science).

    Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Cyfraniad i Gynhadledd

  48. Designing short term trading systems with artificial neural networks

    Vanstone, B., Finnie, G. & Hahn, T., 2009, Advances in Electrical Engineering and Computational Science. Cyfrol 39 LNEE. t. 401-409 9 t. (Lecture Notes in Electrical Engineering).

    Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Cyfraniad i Gynhadledd

  49. 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. (gol.). Australia: Australian School of Business, University of New South Wales

    Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Cyfraniad i Gynhadledd

  50. 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 gol. Cyfrol 4985 LNCS. t. 478-487 10 t. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).

    Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Cyfraniad i Gynhadledd

  51. Enhancing security selection in the Australian Stockmarket using fundamental analysis and neural networks

    Vanstone, B. J., Finnie, G. & Tan, C., 2004, International Conference on Artificial Intelligence and Soft Computing. del Pobil, A. P. (gol.). Canada: ACTA Press, t. 305-310 6 t.

    Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Cyfraniad i Gynhadledd

  52. Evaluating the application of neural networks and fundamental analysis in the Australian Stockmarket

    Vanstone, B. J., Finnie, G. & Tan, C. N. W., 2005, Proceedings of the IASTED International Conference on Computational Intelligence. Hamza, M. H. (gol.). Canada: ACTA Press, t. 62-67 6 t.

    Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Cyfraniad i Gynhadledd

  53. 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). t. 25-30 6 t.

    Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Cyfraniad i Gynhadledd

  54. 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. (gol.). Australia: Australian School of Business, University of New South Wales

    Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Cyfraniad i Gynhadledd

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