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Field of Research : Econometric And Statistical Methods
Australian State/Territory : VIC
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  • Funded Activity

    Special Research Initiatives - Grant ID: SR0354895

    Funder
    Australian Research Council
    Funding Amount
    $40,000.00
    Summary
    Financial Integrity Research Network (FIRN). FIRN will be directed towards innovation in the integrity and efficiency of Australia's financial system. To address pressing problems and threats associated with this key component of Australia's infrastructure, FIRN will bring together a multi-disciplinary network featuring internationally renowned academics in a unique collaborative research effort which will cross conventional disciplinary boundaries including financial economics, applied statist .... Financial Integrity Research Network (FIRN). FIRN will be directed towards innovation in the integrity and efficiency of Australia's financial system. To address pressing problems and threats associated with this key component of Australia's infrastructure, FIRN will bring together a multi-disciplinary network featuring internationally renowned academics in a unique collaborative research effort which will cross conventional disciplinary boundaries including financial economics, applied statistics, actuarial science, financial mathematics, market micro-structure, accounting and information systems. FIRN will be supported by SIRCA's world-class financial research infrastructure and industry network. It will deliver a range of innovative research, educational, professional development and applied outcomes.
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    Funded Activity

    Research Networks - Grant ID: RN0460246

    Funder
    Australian Research Council
    Funding Amount
    $1,750,000.00
    Summary
    ARC Financial Integrity Research Network. The integrity of the financial system is constantly under stress because of the development of ever more complex financial instruments, structures and strategies, and the associated research technologies that continues to accelerate worldwide. FIRN's vision is to harness the considerable strengths of Australia's internationally renowned finance, accounting and economics researchers into a research agenda to address issues concerning the integrity of the .... ARC Financial Integrity Research Network. The integrity of the financial system is constantly under stress because of the development of ever more complex financial instruments, structures and strategies, and the associated research technologies that continues to accelerate worldwide. FIRN's vision is to harness the considerable strengths of Australia's internationally renowned finance, accounting and economics researchers into a research agenda to address issues concerning the integrity of the financial system. It will enable Australian research in this area to match the scale and impact of similar research in other major international financial centres, and play an essential role in placing Australia among the world's leaders in financial markets related research.
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    Funded Activity

    Discovery Projects - Grant ID: DP0452777

    Funder
    Australian Research Council
    Funding Amount
    $70,000.00
    Summary
    Bayesian estimation of flexible spatial models with applications in medical imaging and econometric modeling. This project aims to develop statistical methodology for estimating flexible highly parameterised Bayesian spatial models. The flexible models examined will include regression, choice and time series models for data that is spatially registered. Spatial smoothing of parameters in the models will involve application of hierarchical spatial prior distributions. The resulting methodology wi .... Bayesian estimation of flexible spatial models with applications in medical imaging and econometric modeling. This project aims to develop statistical methodology for estimating flexible highly parameterised Bayesian spatial models. The flexible models examined will include regression, choice and time series models for data that is spatially registered. Spatial smoothing of parameters in the models will involve application of hierarchical spatial prior distributions. The resulting methodology will be applied to the analysis of medical imaging data and to the estimation of spatial econometric models of residential real estate prices. The expected outcomes include developments in the frontier framework of Bayesian computational estimation methodology, improved methods for medical image processing and estimation of high resolution spatial models of residential real estate prices in Australian metropolitan centres.
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