Professor Bruce Vanstone
Head of Bangor Business School
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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. 943-964Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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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
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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
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Big Data and ICU scoring systems
Todd, J., Richards, B., Vanstone, B. J. & Gepp, A., 21 Gorff 2017.Allbwn ymchwil: Cyfraniad at gynhadledd › Papur
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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
- 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
- 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. 1483–1492Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- 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
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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
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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
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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
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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
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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
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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
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Designing stock market trading systems: With and without soft computing
Vanstone, B. & Hahn, T., 2010, Harriman House Publishing.Allbwn ymchwil: Llyfr/Adroddiad › Llyfr
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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
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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
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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
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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, SI., Gelman, L., Hukins, DWL., Hunter, A. & Korsunsky, AM. (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
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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
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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
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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
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Applying fundamental analysis and neural networks in the Australian Stockmarket
Vanstone, B. J., Finnie, G. & Tan, C., 2004, t. 206-211.Allbwn ymchwil: Cyfraniad at gynhadledd › Papur
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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
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Fundamental investment research - do US results apply to Australian investors?
Vanstone, B. J. & Hahn, T., 2009, Yn: The Australasian Journal of Applied Finance. 4Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid