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Centre for Data Analytics
Phone
+61 7 5595 5604
Email
toneill@bond.edu.au
Website
https://bond.edu.au/researchers/research-strengths/faculty-research-centres/centre-actuarial-and-financial-big-data
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Profiles
(16)
Projects
(2)
Research Outputs
(313)
Datasets
(1)
Activities
(95)
Press / Media
(24)
Student theses
(10)
Research output
Research output per year
1986
2017
2018
2019
2020
2021
2022
2023
1138
Citations
17
h-index
146
Article
30
Conference contribution
28
Abstract
18
Chapter
91
More
18
Comment/debate
17
Presentation
12
Book/Film/Article review
9
Paper
5
Scholarly edition
5
Poster
4
Meeting Abstract
3
Other chapter contribution
3
Magazine Article
3
Software
2
Book
1
Other report
1
Foreword/postscript
1
Other
1
Editorial
1
Special issue
1
Digital or Visual Products
1
Other contribution
1
Submission to government
1
Patent
1
Working paper
Research output per year
Research output per year
3 results
Publication Year, Title
(descending)
Publication Year, Title
(ascending)
Title
Type
Filter
Software
Search results
2021
LSMRealOptions: Value American and Real Options Through LSM Simulation
Aspinall, T.
,
Gepp, A.
,
Harris, G.
,
Kelly, S.
,
Southam, C.
&
Vanstone, B. J.
,
2021
Research output
:
Non-textual form
›
Software
›
Research
Open Access
Monte Carlo Simulation
100%
Least-squares Monte Carlo
93%
American Options
80%
Simulation Methods
76%
Real Options
63%
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
:
Non-textual form
›
Software
›
Research
Open Access
Term Structure
100%
Commodities
85%
Pricing
61%
Maximum Likelihood Estimation
15%
Risk-neutral Valuation
12%
2020
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
:
Non-textual form
›
Software
›
Research
Open Access
textbook
100%
parameter estimation
81%