1. 2023
2. 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

3. 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

4. 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

5. 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

6. 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

7. 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

8. 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

9. 2022
10. 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

11. 2021

12. 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

13. 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

14. 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

15. 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

16. 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

17. 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

18. 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

19. 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

20. 2020

21. 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

22. Momentum Investment Strategies

    Vanstone, B. J., 24 Hyd 2020.

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

23. 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

24. 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

25. 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

26. 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

27. 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

28. 2019

29. 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

30. 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