Research Portal

Professor Bruce Vanstone

Head of Bangor Business School

Affiliations

ORCID: 0000-0002-3977-2468
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  1. 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 proceeding › Chapter › peer-review

  2. 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 conference › Paper › peer-review

  3. 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 conference › Paper

  4. 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 proceeding › Conference contribution

  5. 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 proceeding › Conference contribution

  6. 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

  7. 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

  8. 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 conference › Paper

  9. 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 proceeding › Chapter

  10. 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 journal › Article › peer-review

  11. 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 journal › Article › peer-review

  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 journal › Article › peer-review

  13. 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 proceeding › Conference contribution

  14. 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 conference › Paper

  15. 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 journal › Article › peer-review

  16. 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 conference › Paper

  17. 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 journal › Article › peer-review

  18. 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

  19. 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 journal › Article › peer-review

  20. 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 proceeding › Conference contribution

  21. 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 journal › Article › peer-review

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

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

    Research output: Other contribution

  23. Momentum Investment Strategies

    Vanstone, B. J., 24 Oct 2020.

    Research output: Contribution to conference › Paper › peer-review

  24. 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

  25. 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

  26. 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 Apr 2019, In: Accounting and Finance . 59, S1, p. 657-684 28 p.

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

  27. 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 Jul 2021.

    Research output: Contribution to conference › Paper › peer-review

  28. Market reactions to ASIC media releases: abnormal returns around ASIC “Name and Shame” disclosures

    Hall, L., Earea, D., Gepp, A., Harris, G., Kelly, S. & Vanstone, B. J., 1 Jul 2018.

    Research output: Contribution to conference › Paper

  29. LSMRealOptions: Value American and Real Options Through LSM Simulation

    Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., 26 Jun 2021

    Research output: Other contribution › peer-review

  30. Investigating Healthcare Contacts of Dialysis Patients by Age and Gender

    Todd, J., Gepp, A., Vanstone, B. J. & Richards, B., 27 Feb 2019, In: BMC Health Services Research. 19, 1, p. 1-8 8 p.

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

  31. Intelligent IS: Artificial neural networks in financial trading

    Vanstone, B. J. & Tan, C., 2005, Encyclopedia of information science and technology. Khosrow-Pour, M. (ed.). United States: IGI Global, Vol. I. p. 163-167 5 p.

    Research output: Chapter in Book/Report/Conference proceeding › Chapter

  32. 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

  33. 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

  34. Improving Mortality Models in the ICU with High-Frequency Data

    Todd, J., Gepp, A., Richards, B. & Vanstone, B. J., 1 Sept 2019, In: International Journal of Medical Informatics. 129, p. 318-323 6 p.

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

  35. Harnessing Investor Sentiment Using Big Data Analytics

    Johnman, M., Gepp, A. & Vanstone, B. J., 2019, In: The Australasian Journal of Applied Finance. 2019, 3

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

  36. Fundamental investment research - do US results apply to Australian investors?

    Vanstone, B. J. & Hahn, T., 2009, In: The Australasian Journal of Applied Finance. 4

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

  37. First steps in developing high-frequency trading models

    Vanstone, B. J. & Hahn, T., 2015, In: The Journal of Trading. 10, 2, p. 54-71 18 p.

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

  38. 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 Sept 2019, In: Accounting and Finance .

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

  39. 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). p. 25-30 6 p.

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

  40. Financial literacy amongst elderly Australians

    Xue, R., Gepp, A., O'Neill, T., Stern, S. & Vanstone, B. J., 1 Apr 2019, In: Accounting and Finance . 59, S1, p. 887-918 32 p.

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

  41. Financial Literacy and Financial Strategies: The mediating role of financial concerns

    Xue, R., Gepp, A., O'Neill, T., Stern, S. & Vanstone, B. J., 1 Aug 2021, In: Australian Journal of Management. 46, 3, p. 437-465

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

  42. Financial Literacy and Financial Decision-making: The mediating role of financial concerns

    Xue, R., Gepp, A., O'Neill, T., Stern, S. & Vanstone, B. J., 1 Apr 2019.

    Research output: Contribution to conference › Paper

  43. Financial Applications of Semidefinite Programming: A Review and Call for Interdisciplinary Research

    Gepp, A., Harris, G. & Vanstone, B. J., 27 Sept 2019, In: Accounting and Finance .

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

  44. 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 Dec 2020

    Research output: Other contribution

  45. 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. (ed.). Canada: ACTA Press, p. 62-67 6 p.

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

  46. 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 Feb 2021, In: Accounting Research Journal. 34, 1, p. 106-112

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

  47. 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 Jun 2021, In: Accounting and Finance . 61, 2, p. 3797-3819

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

  48. Enhancing stockmarket trading performance with ANNs

    Vanstone, B. & Finnie, G., 1 Sept 2010, In: Expert Systems with Applications. 37, 9, p. 6602-6610 9 p.

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

  49. 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. (ed.). Canada: ACTA Press, p. 305-310 6 p.

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

  50. 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 ed. Vol. 4985 LNCS. p. 478-487 10 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 proceeding › Conference contribution

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