Professor Bruce Vanstone
Head of Bangor Business School
- 2019
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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
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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
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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
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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
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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
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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
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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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Harnessing Investor Sentiment Using Big Data Analytics
Johnman, M., Gepp, A. & Vanstone, B. J., 2019, Yn: The Australasian Journal of Applied Finance. 2019, 3Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
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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
- 2018
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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
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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
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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
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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
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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
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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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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
- 2017
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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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Bond Business School, Bond University and intelliHQ
Vanstone, B. J. & Gepp, A., 21 Gorff 2017.Allbwn ymchwil: Cyfraniad at gynhadledd › Papur
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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
- 2015
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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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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
- 2014
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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
- 2013
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Dead cat bounce [radio interview]: Interviewed by Annamarie Reyes for the 2SER FM Radio program: On the Money: Word of the Week, 5 August, 2013
Vanstone, B. J., 5 Awst 2013Allbwn ymchwil: Cyfraniad arall › Cyfraniad Arall
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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 WalesAllbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Cyfraniad i Gynhadledd
- 2012
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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