Research Output per year
Personal profile
Research interests
My research focuses on applying Big Data and predictive modelling techniques to difficult business problems. I have applied my predictive work in fields as diverse as health, logistics, finance and marketing. I am also particularly interested in finding better ways to apply machine learning techniques to investment modelling, and am interested in the rise of FinTech and Deep Learning.
I am also an active inaugural member of the Centre for Actuarial and Financial Big Data Analytics.
Statement for HDR students
My research focuses on applying Big Data and predictive modelling techniques to difficult business problems. I have applied my predictive work in fields as diverse as health, logistics, finance and marketing. I am also particularly interested in finding better ways to apply machine learning techniques to investment modelling, and am interested in the rise of FinTech and Deep Learning.
Fingerprint Dive into the research topics where Bruce Vanstone is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
Research Output
A Unifying Model for Statistical Arbitrage: Model Assumptions and Empirical Failure
Stephenson, J., Vanstone, B. J. & Hahn, T., 4 Apr 2020, In : Computational Economics.Research output: Contribution to journal › Article › Research › peer-review
Producing actionable data-driven insights to improve athlete and team performance
Van der Vegt, B., Gepp, A., Johnman, M. & Vanstone, B. J., Feb 2020.Research output: Contribution to conference › Abstract › Research
Open Access
File
Do News and Sentiment play a role in Stock Price Prediction?
Vanstone, B. J., Gepp, A. & Harris, G., 1 Nov 2019, In : Applied Intelligence. 49, 11, p. 3815-3820 6 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access
File
2
Citations
(Scopus)
7
Downloads
(Pure)
Financial Applications of Semidefinite Programming: A Review and Call for Interdisciplinary Research
Gepp, A., Harris, G. & Vanstone, B. J., 27 Sep 2019, In : Accounting and Finance. 29 p.Research output: Contribution to journal › Article › Research › peer-review
Financial literacy amongst elderly Australians
Xue, R., Gepp, A., O'Neill, T., Stern, S. & Vanstone, B. J., Apr 2019, In : Accounting and Finance. 59, S1, p. 887-918 32 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access
File
6
Citations
(Scopus)
166
Downloads
(Pure)
Activities
Authorship Agreements - Johnman, Gepp and Vanstone
Mark Johnman (Researcher), Adrian Gepp (Researcher), Bruce Vanstone (Researcher)2020 → …
Activity: Professional Development, Mentorship, Supervision and Other Activities › Authorship Agreement
Accounting and Finance (Journal)
Bruce Vanstone (Editor)2018 → …
Activity: Publication peer-review and editorial work › Editorial Board Member
Amanda Yee - Actuarial Honours Supervision
Adrian Gepp (Supervisor), Bruce J Vanstone (Supervisor)2017
Activity: Professional Development, Mentorship, Supervision and Other Activities › Non-HDR Student Supervision
James Todd - Actuarial Honours Supervision
Adrian Gepp (Supervisor), Bruce J Vanstone (Supervisor)2017
Activity: Professional Development, Mentorship, Supervision and Other Activities › Non-HDR Student Supervision
Mark Wallis - Honours Supervision
Bruce Vanstone (Supervisor), Mark Wallis (Participant)2017
Activity: Professional Development, Mentorship, Supervision and Other Activities › Non-HDR Student Supervision
Press / Media
Researchers Using Big Data to Solve Big Problems in Advertising
Adrian Gepp, Bruce J Vanstone & Mark Johnman
1/07/17
1 Media contribution
Press/Media: Research
Student theses
Financial Literacy, Financial Well-being and Financial Decision-making amongst Elderly Australians.
Author: Xue, R., 12 Oct 2019Supervisor: O'Neill, T. (Supervisor), Stern, S. (Supervisor), Vanstone, B. J. (Supervisor) & Gepp, A. (Supervisor)
Student thesis: Doctoral Thesis
File
Option Pricing Using Artificial Neural Networks : an Australian Perspective
Author: Hahn, T., 8 Feb 2014Supervisor: Vanstone, B. J. (Supervisor) & Finnie, G. (Supervisor)
Student thesis: Doctoral Thesis
File
Risk Management in the Australian Stockmarket using Artificial Neural Networks
Author: Krollner, B., 11 Feb 2012Supervisor: Vanstone, B. J. (Supervisor) & Finnie, G. (Supervisor)
Student thesis: Doctoral Thesis
File
Trading in the Australian Stockmarket Using Artificial Neural Networks
Author: Vanstone, B. J., Nov 2005Supervisor: Finnie, G. (Supervisor) & Tan, C. (Supervisor)
Student thesis: Doctoral Thesis
File