Professor Bruce Vanstone

Head of Bangor Business School

  1. Momentum Investment Strategies

    Vanstone, B. J., 24 Oct 2020.

    Research output: Contribution to conferencePaperpeer-review

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

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

    Research output: Other contribution

  3. Momentum in Australia

    Vanstone, B. J. & Hahn, T., 2019, In: The Australasian Journal of Applied Finance. 2019, 3, p. 17-22 6 p.

    Research output: Contribution to journalArticlepeer-review

  4. 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. (ed.). Australia: Australian School of Business, University of New South Wales

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  5. Momentum returns to S&P/ASX 100 constituents

    Vanstone, B., Hahn, T. & Finnie, G., 2012, In: The Australasian Journal of Applied Finance. 3, 3, p. 15-18 3 p.

    Research output: Contribution to journalArticlepeer-review

  6. NFCP: N-Factor Commodity Pricing Through Term Structure Estimation

    Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., 13 Jan 2021

    Research output: Other contribution

  7. News Media Analytics in Finance: A Survey

    Marty, T., Vanstone, B. J. & Hahn, T., 1 Jun 2020, In: Accounting and Finance . 60, 2, p. 1385-1434 50 p.

    Research output: Contribution to journalArticlepeer-review

  8. Predictable responses in currency markets to macroeconomic news: A trading system approach

    Schneller, W. & Vanstone, B. J., 2010, p. 1--26.

    Research output: Contribution to conferencePaper

  9. Predicting FTSE 100 returns and volatility using sentiment analysis

    Johnman, M., Vanstone, B. J. & Gepp, A., 1 Nov 2018, In: Accounting and Finance . 58, S1, p. 253-274 22 p.

    Research output: Contribution to journalArticlepeer-review

  10. Producing actionable data-driven insights to improve athlete and team performance

    Van der Vegt, B., Gepp, A., Johnman, M. & Vanstone, B. J., 1 Feb 2020.

    Research output: Contribution to conferencePaper

  11. Returns to selecting value stocks in Australia - The Aby filters

    Vanstone, B. J., Hahn, T. & Finnie, G., 2009, Proceedings of The 22nd Australasian Finance and Banking Conference 2009. Social Science Research Network (SSRN), p. 1-6 6 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  12. Risk management in the Australian stock market using Artificial Neural Networks

    Krollner, B., Vanstone, B. J. & Finnie, G., 2012, In: Australian Journal of Intelligent Information Processing Systems. 13, 2, p. 1-12 12 p.

    Research output: Contribution to journalArticlepeer-review

  13. Stockmarket trading using fundamental variables and neural networks

    Vanstone, B. J., Finnie, G. & Hahn, T., 2010, In: Australian Journal of Intelligent Information Processing Systems. 11, 1, p. 41-47 7 p.

    Research output: Contribution to journalArticlepeer-review

  14. Text Mining and Automation for Processing of Patient Referrals

    Todd, J., Richards, B., Vanstone, B. J. & Gepp, A., 28 Mar 2018, In: Applied Clinical Informatics. 9, 1, p. 232-237 6 p.

    Research output: Contribution to journalArticlepeer-review

  15. The Effect of Sentiment on Stock Price Prediction

    Vanstone, B. J., Gepp, A. & Harris, G., 30 May 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. (eds.). Germany: Springer, p. 551-559 9 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).

    Research output: Chapter in Book/Report/Conference proceedingChapter

  16. The Financial Consequence of Integrity: Using Automated Fraud Detection for Investment

    Yee, A., Gepp, A., Kumar, K. & Vanstone, B. J., 2018.

    Research output: Contribution to conferencePaper

  17. Published

    The Quest for Optimal Trade Execution: Statistical Models vs Reinforcement Learning

    Tonkin, I., Gepp, A., Harris, G. & Vanstone, B., Sept 2023.

    Research output: Contribution to conferencePaperpeer-review

  18. Published

    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., Jan 2023, In: Journal of the Operational Research Society. 74, 1, p. 374-402

    Research output: Contribution to journalArticlepeer-review

  19. 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, p. 4639-4648 10 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  20. Trading foreign currency using artificial neural network strategies

    Vanstone, B. & Finnie, G., 2011, Proceedings of the International Conference on Neural Computation Theory and Applications. Madani, K. (ed.). Germany: Springer, p. 163-167 5 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  21. Using Customer Information and Bayesian Techniques to Enhance Persistence Modelling

    Johnman, M., Gepp, A. & Vanstone, B. J., 1 Jun 2019, p. 87.

    Research output: Contribution to conferencePaper

  22. Variable Transformation to a 2x2 domain space for Edge Matching Puzzles

    Aspinall, T., Gepp, A., Harris, G. & Vanstone, B. J., 1 Sept 2020.

    Research output: Contribution to conferencePaperpeer-review

  23. Variable transformation to a 2×2 Domain Space for Edge Matching Puzzles

    Aspinall, T., Gepp, A., Harris, G. & Vanstone, B. J., 1 Sept 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. (eds.). Germany: Springer, p. 210-221 12 p. (Lecture Notes in Computer Science; vol. 12144).

    Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

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