Professor Bruce Vanstone
Head of Bangor Business School

- Erthygl › Ymchwil › Adolygwyd 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
- 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
- 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
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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
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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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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
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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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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
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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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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
- 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. 374-402Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid
- Pennod › Ymchwil › Heb ei adolygu gan gymheiriaid
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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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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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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
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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
- Pennod › Ymchwil › Adolygwyd gan gymheiriaid
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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
- Cyfraniad i Gynhadledd › Ymchwil › Heb ei adolygu 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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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
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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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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 WalesAllbwn 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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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
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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
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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
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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