Professor Bruce Vanstone

Head of Bangor Business School

  1. Llyfr › Ymchwil › Heb ei adolygu gan gymheiriaid
  2. Designing stock market trading systems: With and without soft computing

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

    Allbwn ymchwil: Llyfr/AdroddiadLlyfr

  3. Cyfraniad Arall › Ymchwil › Adolygwyd gan gymheiriaid
  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 arallCyfraniad Aralladolygiad gan gymheiriaid

  5. Cyfraniad Arall › Ymchwil › Heb ei adolygu gan gymheiriaid
  6. 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 arallCyfraniad Arall

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

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

    Allbwn ymchwil: Cyfraniad arallCyfraniad Arall

  8. 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 arallCyfraniad Arall

  9. Papur › Ymchwil › Adolygwyd gan gymheiriaid
  10. 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 gynhadleddPapuradolygiad gan gymheiriaid

  11. Momentum Investment Strategies

    Vanstone, B. J., 24 Hyd 2020.

    Allbwn ymchwil: Cyfraniad at gynhadleddPapuradolygiad gan gymheiriaid

  12. 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 gynhadleddPapuradolygiad gan gymheiriaid

  13. 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 gynhadleddPapuradolygiad gan gymheiriaid

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