• PhD: Computational Finance
  Bond University, 2006

Bruce’s work focuses on using data-driven predictive modelling techniques to solve difficult business problems.  His work has been applied in fields such as health, logistics, finance and marketing. He is also particularly interested in finding better ways to apply machine learning techniques, statistics and data science to investment and trading.

2023

• PublishedAdapting deep learning models between regional markets
  Tonkin, I., Gepp, A., Harris, G. & Vanstone, B., Jan 2023, In: Neural Computing and Applications. 35, 2, p. 1483–1492
  Research output: Contribution to journal › Article › peer-review
• PublishedEmpirical validation of ELM trained neural networks for financial modelling
  Novykov, V., Bilson, C., Gepp, A., Harris, G. & Vanstone, B., Jan 2023, In: Neural Computing and Applications. 35, 2, p. 1581-1605 25 p.
  Research output: Contribution to journal › Article › peer-review
• PublishedModernising 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
• PublishedThe 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
• PublishedThe 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

2022

• PublishedImproving 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

2021

• PublishedA 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
  Research output: Contribution to journal › Article › peer-review
• PublishedEstimation 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
• PublishedEstimation 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
• PublishedFinancial 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
• PublishedIndustry 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
• PublishedLSMRealOptions: 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
• PublishedModelling 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
• PublishedNFCP: 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

2020

• PublishedFKF.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
• PublishedMomentum Investment Strategies
  Vanstone, B. J., 24 Oct 2020.
  Research output: Contribution to conference › Paper › peer-review
• PublishedMomentum Investment using ETFs for smoother volatility and enhanced returns
  Vanstone, B. J., 27 Aug 2020, Australian Shareholders' Association.
  Research output: Other contribution
• PublishedNews 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
• PublishedProducing 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
• PublishedVariable 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
• PublishedVariable 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

2019

• PublishedDo 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 › peer-review
• PublishedFinancial 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
• PublishedFinancial 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
• PublishedFinancial 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
• PublishedFinancial 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
• PublishedHarnessing 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
• PublishedImproving 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
• PublishedInvestigating 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
• PublishedModelling 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
• PublishedMomentum 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
• PublishedUsing 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

2018

• PublishedAutomatically Generating and Solving Eternity II Style Puzzles
  Harris, G., Vanstone, B. J. & Gepp, A., 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 Mahomed, O. & Ali, M. (eds.). Germany: Springer, p. 626-632 7 p. (Lecture Notes in Computer Science (LNCS)).
  Research output: Chapter in Book/Report/Conference proceeding › Chapter
• PublishedConsumption pattern, financial literacy and financial well-being: the course of retirement
  Xue, R., Gepp, A., Stern, S., O'Neill, T. & Vanstone, B. J., 1 Jul 2018.
  Research output: Contribution to conference › Paper
• PublishedMarket 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
• PublishedPredicting 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
• PublishedText 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
• PublishedThe 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
• PublishedThe 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

2017

• PublishedAustralian momentum: Performance, capacity and the GFC effect
  Vanstone, B. J. & Hahn, T., 1 Mar 2017, In: Accounting and Finance . 57, 1, p. 261-287 27 p.
  Research output: Contribution to journal › Article › peer-review
• PublishedBig Data and ICU scoring systems
  Todd, J., Richards, B., Vanstone, B. J. & Gepp, A., 21 Jul 2017.
  Research output: Contribution to conference › Paper
• PublishedBond Business School, Bond University and intelliHQ
  Vanstone, B. J. & Gepp, A., 21 Jul 2017.
  Research output: Contribution to conference › Paper

2015

• PublishedData Characteristics for High-Frequency Trading Systems
  Vanstone, B. & Hahn, T., 4 Feb 2015, Handbook of High Frequency Trading. Gregoriou, G. N. (ed.). Netherlands: Elsevier, p. 47-57 11 p.
  Research output: Chapter in Book/Report/Conference proceeding › Chapter
• PublishedFirst 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

2014

• PublishedTheory 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

2013

• PublishedDead cat bounce [radio interview]: Interviewed by Annamarie Reyes for the 2SER FM Radio program: On the Money: Word of the Week, 5 August, 2013
  Vanstone, B. J., 5 Aug 2013
  Research output: Other contribution
• PublishedMomentum 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

2012

• PublishedCreating trading systems with fundamental variables and neural networks: The Aby case study
  Vanstone, B., Finnie, G. & Hahn, T., Dec 2012, In: Mathematics and Computers in Simulation. 86, p. 78-91 14 p.
  Research output: Contribution to journal › Article › peer-review
• PublishedDeveloping high frequency foreign exchange trading systems
  Vanstone, B. J., Hahn, T. & Finnie, G., 2012, Proceedings of the 25th Australasian Finance & 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
• PublishedMomentum 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
• PublishedRisk 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

2011

• PublishedTrading 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

2010

• PublishedDesigning stock market trading systems: With and without soft computing
  Vanstone, B. & Hahn, T., 2010, Harriman House Publishing.
  Research output: Book/Report › Book
• PublishedEnhancing 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
• PublishedFinancial 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
• PublishedPredictable 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
• PublishedStockmarket 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

2009

• PublishedAn empirical methodology for developing stockmarket trading systems using artificial neural networks
  Vanstone, B. & Finnie, G., 1 Apr 2009, In: Expert Systems with Applications. 36, 3 PART 2, p. 6668-6680 13 p.
  Research output: Contribution to journal › Article › peer-review
• PublishedDesigning short term trading systems with artificial neural networks
  Vanstone, B., Finnie, G. & Hahn, T., 2009, Advances in Electrical Engineering and Computational Science. Vol. 39 LNEE. p. 401-409 9 p. (Lecture Notes in Electrical Engineering).
  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
• PublishedFundamental 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
• PublishedReturns 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

2008

• PublishedCreating short-term stockmarket trading strategies using artificial neural networks: A case study
  Vanstone, B. & Hahn, T., 2008, WORLD CONGRESS ON ENGINEERING 2008, VOLS I-II. Ao, SI., Gelman, L., Hukins, DWL., Hunter, A. & Korsunsky, AM. (eds.). INT ASSOC ENGINEERS-IAENG, p. 80-84 5 p. (Lecture Notes in Engineering and Computer Science).
  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
• PublishedDo initial stop-losses stop losses?
  Vanstone, B. J., 2008, In: The Australasian Journal of Applied Finance. 4, p. 5-8 4 p.
  Research output: Contribution to journal › Article › peer-review
• PublishedEnhancing 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

2006

• PublishedCombining technical analysis and neural networks in the Australian stockmarket
  Vanstone, B. & Finnie, G., 2006, Proceedings of the 10th IASTED International Conference on Artificial Intelligence and Soft Computing, ASC 2006. del Pobil, A. P. (ed.). p. 125-130 6 p.
  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
• PublishedDo Wall Street fundamentals work in the ASX200?
  Vanstone, B. J. & Agrawal, A., 2006, In: The Australasian Journal of Applied Finance. 4, p. 2-7 6 p.
  Research output: Contribution to journal › Article › peer-review

2005

• PublishedEvaluating 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
• PublishedIntelligent 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

2004

• PublishedApplying fundamental analysis and neural networks in the Australian Stockmarket
  Vanstone, B. J., Finnie, G. & Tan, C., 2004, p. 206-211.
  Research output: Contribution to conference › Paper
• PublishedEnhancing 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

2003

• PublishedA survey of the application of soft computing to investment and financial trading
  Vanstone, B. J. & Tan, C., 2003, Proceedings of the Eighth Australian and New Zealand Intelligent Information Systems Conference (ANZIIS 2003). Lovell, B. C., Campbell, D. A., Fookes, C. B. & Maeder, A. J. (eds.). The Australian Pattern Recognition Society, p. 211-216 6 p.
  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

2022

• Journal of Accounting Literature (Journal)

  Editor for Europe

  18 Jul 2022

  Links:

  • https://www.emeraldgrouppublishing.com/journal/jal#editorial-team
  Activity: Editorial activity (Editorial board member)

2019

• Accounting and Finance (Journal)

  Deputy Editor

  1 Jan 2019

  Activity: Editorial activity (Editorial board member)