Research output per year
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.
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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.
- 6 Similar Profiles
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LSMRealOptions: Value American and Real Options Through LSM Simulation
Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., 2021Research output: Non-textual form › Software › Research
Open Access -
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Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., Jul 2021, (Unpublished).Research output: Contribution to conference › Poster › Research › peer-review
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NFCP: N-Factor Commodity Pricing Through Term Structure Estimation
Aspinall, T., Gepp, A., Harris, G., Kelly, S., Southam, C. & Vanstone, B. J., 13 Jan 2021Research output: Non-textual form › Software › Research
Open Access -
A Unifying Model for Statistical Arbitrage: Model Assumptions and Empirical Failure
Stephenson, J., Vanstone, B. J. & Hahn, T., 4 Apr 2020, (E-pub ahead of print) In: Computational Economics.Research output: Contribution to journal › Article › Research › peer-review
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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., 22 Oct 2020, (E-pub ahead of print) In: Accounting and Finance. 23 p.Research output: Contribution to journal › Article › Research › peer-review
Activities
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Accounting and Finance (Journal)
Bruce Vanstone (Editor)
2018 → …Activity: Publication peer-review and editorial work › Editorial Board Member
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James Todd - Actuarial Honours Supervision
Adrian Gepp (Supervisor) & Bruce J Vanstone (Supervisor)
2017Activity: Professional Development, Mentorship, Supervision and Other Activities › Non-HDR Student Supervision
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Amanda Yee - Actuarial Honours Supervision
Adrian Gepp (Supervisor) & Bruce J Vanstone (Supervisor)
2017Activity: Professional Development, Mentorship, Supervision and Other Activities › Non-HDR Student Supervision
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Mark Wallis - Honours Supervision
Bruce Vanstone (Supervisor) & Mark Wallis (Participant)
2017Activity: Professional Development, Mentorship, Supervision and Other Activities › Non-HDR Student Supervision
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BardsNet (External organisation)
Bruce Vanstone (Member)
2016 → …Activity: Membership › Committees, Boards and Panelists
Press / Media
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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
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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
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