Porth Ymchwil

Professor Bruce Vanstone

Head of Bangor Business School

Aelodaeth

ORCID: 0000-0002-3977-2468
1 - 50 o blith 76Maint y tudalen: 50
Trefnu yn ôl: Blwyddyn gyhoeddi
  1. 2003

  2. A survey of the application of soft computing to investment and financial trading

    Vanstone, B. J. & Tan, C., 2003, Proceedings of the Eighth Australian and New Zealand Intelligent Information Systems Conference (ANZIIS 2003). Lovell, B. C., Campbell, D. A., Fookes, C. B. & Maeder, A. J. (gol.). The Australian Pattern Recognition Society, t. 211-216 6 t.

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

  3. 2004

  4. 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

  5. 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

  6. 2005

  7. 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

  8. 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

  9. 2006

  10. 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

  11. 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

  12. 2008

  13. 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

  14. 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

  15. 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

  16. 2009

  17. 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

  18. 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

  19. Returns to selecting value stocks in Australia - The Aby filters

    Vanstone, B. J., Hahn, T. & Finnie, G., 2009, Proceedings of The 22nd Australasian Finance and Banking Conference 2009. Social Science Research Network (SSRN), t. 1-6 6 t.

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

  20. 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

  21. 2010

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

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

    Allbwn ymchwil: Llyfr/Adroddiad › Llyfr

  23. 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

  24. 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

  25. 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

  26. 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

  27. 2011

  28. 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

  29. 2012

  30. 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

  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. 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

  33. 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

  34. 2013

  35. 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

  37. 2014

  38. 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

  39. 2015

  40. 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

  41. 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

  42. 2017

  43. 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

  44. Big Data and ICU scoring systems

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

    Allbwn ymchwil: Cyfraniad at gynhadledd › Papur

  45. Bond Business School, Bond University and intelliHQ

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

    Allbwn ymchwil: Cyfraniad at gynhadledd › Papur

  46. 2018

  47. The Financial Consequence of Integrity: Using Automated Fraud Detection for Investment

    Yee, A., Gepp, A., Kumar, K. & Vanstone, B. J., 2018.

    Allbwn ymchwil: Cyfraniad at gynhadledd › Papur

  48. 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

  49. 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

  50. 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

  51. Consumption pattern, financial literacy and financial well-being: the course of retirement

    Xue, R., Gepp, A., Stern, S., O'Neill, T. & Vanstone, B. J., 1 Gorff 2018.

    Allbwn ymchwil: Cyfraniad at gynhadledd › Papur

  52. 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

  53. 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

  54. 2019

  55. 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

  56. 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

  57. 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

  58. Financial Literacy and Financial Decision-making: The mediating role of financial concerns

    Xue, R., Gepp, A., O'Neill, T., Stern, S. & Vanstone, B. J., 1 Ebr 2019.

    Allbwn ymchwil: Cyfraniad at gynhadledd › Papur

  59. 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

  60. 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

  61. 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

  62. 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

  63. 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

  64. 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

  65. 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

Blaenorol 1 2 Nesaf