1. 2023
2. E-pub ahead of print

   Deep learning applications in investment portfolio management: a systematic literature review

   Novykov, V., Bilson, C., Gepp, A., Harris, G. & Vanstone, B., 18 Dec 2023, (E-pub ahead of print) In: Journal of Accounting Literature.

   Research output: Contribution to journal › Article › peer-review

3. 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 conference › Paper › peer-review

4. Published

   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., Jun 2023, In: Pacific-Basin Finance Journal. 79, 102011.

   Research output: Contribution to journal › Article › peer-review

5. Published

   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., Feb 2023, In: Pacific-Basin Finance Journal. 77, 101906.

   Research output: Contribution to journal › Article › peer-review

6. Published

   Adapting deep learning models between regional markets

   Tonkin, I., Gepp, A., Harris, G. & Vanstone, B., Jan 2023, In: Neural Computing and Applications. 35, 2, p. 1483–1492

   Research output: Contribution to journal › Article › peer-review

7. Published

   Empirical validation of ELM trained neural networks for financial modelling

   Novykov, V., Bilson, C., Gepp, A., Harris, G. & Vanstone, B., Jan 2023, In: Neural Computing and Applications. 35, 2, p. 1581-1605 25 p.

   Research output: Contribution to journal › Article › peer-review

8. 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 journal › Article › peer-review

9. 2022
10. Published

    Improving decision making in the management of hospital readmissions using modern survival analysis techniques

    Todd, J., Gepp, A., Stern, S. & Vanstone, B., May 2022, In: Decision Support Systems. 156, 113747.

    Research output: Contribution to journal › Article › peer-review

11. 2021

12. A Unifying Model for Statistical Arbitrage: Model Assumptions and Empirical Failure

    Stephenson, J., Vanstone, B. J. & Hahn, T., Dec 2021, In: Computational Economics. 58, 4, p. 943-964

    Research output: Contribution to journal › Article › peer-review

13. Industry momentum: an exchange‐traded funds approach

    Vanstone, B. J., Hahn, T. & Earea, D., Sept 2021, In: Accounting and Finance . 61, 3, p. 4007-4024

    Research output: Contribution to journal › Article › peer-review