1. 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

2. 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

3. 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 2020

   Allbwn ymchwil: Cyfraniad arall › Cyfraniad Arall

4. LSMRealOptions: Value American and Real Options Through LSM Simulation

   Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., 26 Meh 2021

   Allbwn ymchwil: Cyfraniad arall › Cyfraniad Arall › adolygiad gan gymheiriaid

5. 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

6. 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

7. NFCP: N-Factor Commodity Pricing Through Term Structure Estimation

   Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., 13 Ion 2021

   Allbwn ymchwil: Cyfraniad arall › Cyfraniad Arall

8. 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

9. 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

10. 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

11. 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

12. 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

13. 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

14. 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

15. 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

16. 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

17. 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

18. 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

19. 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

20. 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

21. 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

22. 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

23. Theory identity: A machine-learning approach

    Larsen, K. R., Hovorka, D., West, J., Birt, J., Pfaff, J. R., Chambers, T. W., Sampedro, Z. R., Zager, N. & Vanstone, B., 2014, Proceedings of the 47th Annual Hawaii International Conference on System Sciences, HICSS 2014. United States: IEEE Computer Society Press, t. 4639-4648 10 t.

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

24. 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

25. 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

26. 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

27. Predictable responses in currency markets to macroeconomic news: A trading system approach

    Schneller, W. & Vanstone, B. J., 2010, t. 1--26.

    Allbwn ymchwil: Cyfraniad at gynhadledd › Papur

28. 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

29. 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

30. 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

31. Big Data and ICU scoring systems

    Todd, J., Richards, B., Vanstone, B. J. & Gepp, A., 21 Gorff 2017.

    Allbwn ymchwil: Cyfraniad at gynhadledd › Papur

32. 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

33. 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

34. 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

35. Cyhoeddwyd

    The Quest for Optimal Trade Execution: Statistical Models vs Reinforcement Learning

    Tonkin, I., Gepp, A., Harris, G. & Vanstone, B., Medi 2023.

    Allbwn ymchwil: Cyfraniad at gynhadledd › Papur › adolygiad gan gymheiriaid

36. Producing actionable data-driven insights to improve athlete and team performance

    Van der Vegt, B., Gepp, A., Johnman, M. & Vanstone, B. J., 1 Chwef 2020.

    Allbwn ymchwil: Cyfraniad at gynhadledd › Papur

37. 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

38. 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

39. 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

40. Trading foreign currency using artificial neural network strategies

    Vanstone, B. & Finnie, G., 2011, Proceedings of the International Conference on Neural Computation Theory and Applications. Madani, K. (gol.). Germany: Springer, t. 163-167 5 t.

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

41. 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

42. Designing stock market trading systems: With and without soft computing

    Vanstone, B. & Hahn, T., 2010, Harriman House Publishing.

    Allbwn ymchwil: Llyfr/Adroddiad › Llyfr

43. 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

44. 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

45. 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

46. 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

47. 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

48. Momentum Investment using ETFs for smoother volatility and enhanced returns

    Vanstone, B. J., 27 Awst 2020, Australian Shareholders' Association.

    Allbwn ymchwil: Cyfraniad arall › Cyfraniad Arall

49. 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

50. 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