User profiles for B. Vanstone

Bruce Vanstone

Head of Bangor Business School
Verified email at bangor.ac.uk
Cited by 1170

Financial time series forecasting with machine learning techniques: A survey

B Krollner, B Vanstone, G Finnie - European Symposium on …, 2010 - research.bond.edu.au
Stock index forecasting is vital for making informed investment decisions. This paper surveys
recent literature in the domain of machine learning techniques and artificial intelligence …

An empirical methodology for developing stockmarket trading systems using artificial neural networks

B Vanstone, G Finnie - Expert systems with Applications, 2009 - Elsevier
… They recognize that value stocks tend to have higher returns than growth stocks, finding a
difference between low B/M (book-to-market) stocks and high B/M stocks of 7.68% per year on …

The role of data analytics within operational risk management: A systematic review from the financial services and energy sectors

…, C Bilson, A Gepp, S Stern, BJ Vanstone - Journal of the …, 2023 - Taylor & Francis
… ( Figure 3 ), (a) the following discussion and Tables 5–9 present the typical composition
of studies as per the classification framework and sector(s) of focus in the literature; and (b) …

Enhancing stockmarket trading performance with ANNs

B Vanstone, G Finnie - Expert Systems with Applications, 2010 - Elsevier
… This paper uses the empirical methodology outlined by Vanstone and Finnie (2009) to
create and benchmark ANNs for use within stockmarket trading systems. For brevity, Vanstone

Financial literacy amongst elderly Australians

…, A Gepp, TJ O'Neill, S Stern, BJ Vanstone - Accounting & …, 2019 - Wiley Online Library
Financial illiteracy is widespread amongst the elderly. Financially illiterate people are more
likely to experience asset loss and outlive their savings after retirement. This paper measures …

Financial well‐being amongst elderly Australians: the role of consumption patterns and financial literacy

…, A Gepp, TJ O'Neill, S Stern, BJ Vanstone - Accounting & …, 2020 - Wiley Online Library
Consumption behaviour and financial literacy are primary factors in determining the financial
well‐being of retirees. This paper uses an existing financial literacy index to examine how …

Modernising operational risk management in financial institutions via data-driven causal factors analysis: A pre-registered report

…, C Bilson, A Gepp, S Stern, BJ Vanstone - Pacific-Basin Finance …, 2023 - Elsevier
… ), (2) direct and indirect consequences flowing from the risk event are noted (right-hand
triangle of the bowtie), and (3) (a) preventative controls between the causes and event and (b) …

Predicting FTSE 100 returns and volatility using sentiment analysis

M Johnman, BJ Vanstone, A Gepp - Accounting & Finance, 2018 - Wiley Online Library
We investigate the statistical and economic effect of positive and negative sentiment on daily
excess returns and volatility in the FTSE 100 index, using business news articles published …

Do news and sentiment play a role in stock price prediction?

BJ Vanstone, A Gepp, G Harris - Applied Intelligence, 2019 - Springer
Despite continuous improvement in the range and quality of machine learning techniques,
accurately predicting stock prices still remains as elusive as ever. We approach this problem …

News media analytics in finance: a survey

T Marty, B Vanstone, T Hahn - Accounting & Finance, 2020 - Wiley Online Library
We survey the works applying text analytics to the study of news media in financial markets
beyond intraday horizons, and expand into the fundamental economic theory and concepts …