Overview
I use modern data analytics and predictive modeling to reveal unique insights about problems of economic and social importance. My research spans fraud detection, quantifying advertising effectiveness, health analytics, fintech, business failure prediction, sports analytics, workplace design and other predictive analytics in business. I have received multiple external grants to support my research, with a total value over £500,000. I am also extremely active in PhD supervision and am the recipient of an award in that area.
Additional Contact Information
Email a.gepp@bangor.ac.uk
Postgraduate Project Opportunities
I am interested in making a difference to the world we live in through leveraging insights gained from modern data analytics and predictive modelling. I welcome any PhD students interested in projects that align with this aim. I am particularly interested in projects that are partnered with industry or government.
Publications
2023
- PublishedA Big Data Framework to Address Building Sum Insured Misestimation
Roberts, C., Gepp, A. & Todd, J., 28 Aug 2023, In: Big Data Research. 33, 100396.
Research output: Contribution to journal › Article › peer-review - PublishedAI threatens to add to the growing wave of fraud but is also helping tackle it
Jones, L. & Gepp, A., 10 Aug 2023, The Conversation.
Research output: Contribution to specialist publication › Article - 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 - PublishedFactors influencing the choice of technique to launder funds: The APPT framework
Tiwari, M., Ferrill, J., Gepp, A. & Kumar, K., Sep 2023, In: Journal of Economic Criminology. 1, 100006.
Research output: Contribution to journal › Article › peer-review - PublishedMethods of performance analysis in women's Australian football: A scoping review
Van der Vegt, B., Gepp, A., Keogh, J. W. L. & Farley, J. B., 13 Mar 2023, In: PeerJ. 11, e14946.
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 - E-pub ahead of printPitching business school researcher profiles
Faff, R., Mathuva, D., Brosnan, M., Hoffmann, S., Albu, C., Ali, S., Axelsen, M., Cornwell, N., Gepp, A., Gill, C., Honey, K., Malik, I., Mehrotra, V., Moses, O., Ratiu, R. V., Tan, D. & Tuszkiewicz, M. A., 21 Sep 2023, (E-pub ahead of print) In: Journal of Accounting Literature.
Research output: Contribution to journal › Article › peer-review - E-pub ahead of printResearch ideas matter: Guidance for research students and early career researchers
Duncan, K., Gepp, A., Craig, J. & O'Neill, H., 1 Dec 2023, In: Pacific-Basin Finance Journal. 82, 102153.
Research output: Contribution to journal › Article › peer-review - PublishedSuccesses, failures and lessons learned from developing Data Analytics programs within Business Schools in multiple countries, one of which won a national award
Gepp, A., Sep 2023.
Research output: Contribution to conference › Paper › peer-review - PublishedThe Quest for Optimal Trade Execution: Statistical Models vs Reinforcement Learning
Tonkin, I., Gepp, A., Harris, G. & Vanstone, B., Sep 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 - PublishedUsing Data Analytics to Distinguish Legitimate and Illegitimate Shell Companies
Gepp, A., Tiwari, M. & Kumar, K., Apr 2023.
Research output: Contribution to conference › Paper › peer-review
2022
- PublishedCredit Rating Forecasting Using Machine Learning Techniques
Wallis, M., Kumar, K. & Gepp, A., 1 May 2022, Research Anthology on Machine Learning Techniques, Methods, and Applications. United States: IGI Global, p. 734-752 19 p.
Research output: Chapter in Book/Report/Conference proceeding › Chapter - 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 - PublishedPerformance analysis in women's Australian football: A review of current literature, challenges, and its potential for future research
Van der Vegt, B., Farley, J. B., Gepp, A. & Keogh, J. W. L., 1 Feb 2022.
Research output: Contribution to conference › Paper
2021
- PublishedAdvanced Statistics with Applications in R, Eugene Demidenko, 2020, Wiley Series in Probability and Statistics, John Wiley and Sons USA
Gepp, A., 5 Jul 2021, In: Journal of the Royal Statistical Society Series A (Statistics in Society). 184, 4, p. 1610-1611
Research output: Contribution to journal › Review article › peer-review - PublishedAudit Data Analytics
Gepp, A. & Johnson, R., 1 Sep 2021, Auditing: A Practical Approach with Data Analytics. Johnson, R. N. & Wiley, L. D. (eds.). 2nd ed. United States: John Wiley & Sons
Research output: Chapter in Book/Report/Conference proceeding › Chapter › 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 - PublishedGlobal money laundering appeal index: application of principal component analysis
Tiwari, M., Gepp, A. & Kumar, K., 20 Oct 2021, In: Journal of Money Laundering Control. 26, 1
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 - PublishedLifting the Numbers Game: Identifying key input variables and a best-performing model to detect financial statement fraud
Gepp, A., Kumar, K. & Bhattacharya, S., 1 Sep 2021, In: Accounting and Finance . 61, 3, p. 4601-4638 38 p.
Research output: Contribution to journal › Article › 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 - PublishedShell Companies: Using a hybrid technique to detect illicit activities
Tiwari, M., Gepp, A. & Kumar, K., 6 Jul 2021.
Research output: Contribution to conference › Paper
2020
- PublishedA Review of Money Laundering Literature: The State of Research in Key Areas
Tiwari, M., Gepp, A. & Kumar, K., 18 Mar 2020, In: Pacific Accounting Review. 32, 2, p. 271-303 33 p.
Research output: Contribution to journal › Article › peer-review - PublishedBankruptcy Prediction of Australian SMEs and Large Companies
Halteh, K., Gepp, A. & Kumar, K., 1 Jun 2020.
Research output: Contribution to conference › Paper › peer-review - 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 - PublishedMoney Laundering: Using a hybrid approach to detect illicit shell companies
Tiwari, M., Gepp, A. & Kumar, K., 1 Jun 2020, p. 35.
Research output: Contribution to conference › Paper › 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 - PublishedText Box 7.1 Fraud and corporate psychopathy
Croom, S., Erdelyi, R., Gepp, A. & Mills, R., 2020, Corporate Psychopathy. Fritzon, K., Brooks, N. & Croom, S. (eds.). United Kingdom: Palgrave Macmillan, p. 201-202 2 p.
Research output: Chapter in Book/Report/Conference proceeding › Chapter - PublishedThe future of raising finance - a new opportunity to commit fraud: a review of initial coin offering (ICOs) scams
Tiwari, M., Gepp, A. & Kumar, K., 1 May 2020, In: Contemporary Crises. 73, 4, p. 417-441 25 p.
Research output: Contribution to journal › Article › peer-review - PublishedVariable Transformation to a 2x2 domain space for Edge Matching Puzzles
Aspinall, T., Gepp, A., Harris, G. & Vanstone, B. J., 1 Sep 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 Sep 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
- PublishedCan economic sanctions lead to fraud? Nations might turn to virtual currencies if slapped with restrictions
Tiwari, M., Gepp, A. & Kumar, K., 1 May 2019, In: Fraud Magazine. 34, 3
Research output: Contribution to journal › Article › peer-review - 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 Sep 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 Sep 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 - PublishedHow to Improve Teaching Using Blended Learning
Gepp, A. & Kumar, K., 27 Dec 2019, Theoretical and Practical Approaches to Innovation in Higher Education. Makewa, L. N. (ed.). United States: IGI Global, p. 80-90 11 p.
Research output: Chapter in Book/Report/Conference proceeding › Chapter - PublishedImproving Mortality Models in the ICU with High-Frequency Data
Todd, J., Gepp, A., Richards, B. & Vanstone, B. J., 1 Sep 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 - 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
- PublishedAn Introductory Note on Big Data and Data Analytics for Accountants and Auditors
Gepp, A. & Parker, M., 2018, Ivey Publishing.
Research output: Other contribution - 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 - PublishedBig data techniques in auditing research and practice: Current trends and future opportunities
Gepp, A., Linnenluecke, M. K. & O'Neill, T. J., 1 Jun 2018, In: Journal of Accounting Literature. 40, p. 102-115 14 p.
Research output: Contribution to journal › Article › peer-review - 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 - PublishedFinancial-distress prediction of Islamic banks using tree-based stochastic techniques
Halteh, K., Kumar, K. & Gepp, A., 22 Jun 2018, In: Managerial Finance. 44, 6, p. 759-773 15 p.
Research output: Contribution to journal › Article › peer-review - PublishedGuest editorial
Dunstan, K. & Gepp, A., 1 Apr 2018, In: Pacific Accounting Review. 30, 2, p. 130-134 5 p.
Research output: Contribution to journal › Article › peer-review - 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 - PublishedUsing Cutting-Edge Tree-Based Stochastic Models to Predict Credit Risk
Halteh, K., Kumar, K. & Gepp, A., 16 May 2018, In: Risks. 6, 2, 55.
Research output: Contribution to journal › Article › peer-review
2017
- 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