1. 2020

2. 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

3. 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

4. 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

5. 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

6. 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

7. Momentum Investment Strategies

   Vanstone, B. J., 24 Hyd 2020.

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

8. 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

9. 2021

10. 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

11. 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

12. 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

13. 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

14. 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

15. 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

16. 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

17. 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

18. 2022
19. 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

20. 2023
21. 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

22. 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

23. 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

24. 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

25. 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

26. 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

27. 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

28. 2024
29. 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

30. 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

31. 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