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.
- 1 Similar Profiles
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Improving decision making in the management of hospital readmissions using modern survival analysis techniques
Todd, J., Gepp, A., Stern, S. & Vanstone, B. J., May 2022, In: Decision Support Systems. 156, 113747.Research output: Contribution to journal › Article › Research › peer-review
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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., 27 Feb 2022, (E-pub ahead of print) In: Journal of the Operational Research Society.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile452 Downloads (Pure) -
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 22 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access -
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., Jun 2021, In: Accounting and Finance. 61, 2, p. 3797-3819 23 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile31 Downloads (Pure) -
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 7 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile53 Downloads (Pure)
Activities
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AFAANZ 2020 Conference - Finance Special Interest Group
Thomas Aspinall (Participant), Geoffrey Harris (Participant), Adrian Gepp (Participant), Colette Southam (Participant), Simone Kelly (Participant) & Bruce Vanstone (Participant)
4 Jul 2020Activity: Participating in or organising an event › Participating in a conference, workshop, ... › Invited Talk
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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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Cross Sectional and Time Series Momentum
Bruce Vanstone (Keynote speaker)
20 May 2018Activity: Talk or presentation › Invited talk
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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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Mark Wallis - Honours Supervision
Bruce Vanstone (Supervisor) & Mark Wallis (Participant)
2017Activity: Professional Development, Mentorship, Supervision and Other Activities › Non-HDR Student Supervision
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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