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Field of Research : Stochastic Analysis And Modelling
Australian State/Territory : VIC
Australian State/Territory : NSW
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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

    ARC Centres Of Excellence - Grant ID: CE0348217

    Funder
    Australian Research Council
    Funding Amount
    $15,861,051.00
    Summary
    Centre for Mathematical and Statistical Modelling of Complex Systems. This Centre, formed by a group of high-profile researchers, brings expertise from linked but hitherto disparate areas together. It will place Australia at the forefront of research into complex systems. The mission of the Centre is to stimulate research in mathematical and statistical modelling of complex systems and to encourage cross-fertilisation of ideas and techniques. The specific objectives are - to formulate and ana .... Centre for Mathematical and Statistical Modelling of Complex Systems. This Centre, formed by a group of high-profile researchers, brings expertise from linked but hitherto disparate areas together. It will place Australia at the forefront of research into complex systems. The mission of the Centre is to stimulate research in mathematical and statistical modelling of complex systems and to encourage cross-fertilisation of ideas and techniques. The specific objectives are - to formulate and analyse mathematical and statistical models for natural and artificial complex systems, - to use these models to develop an understanding of the behaviour of these systems - to incorporate this understanding into strategies for management and control.
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    Funded Activity

    Discovery Projects - Grant ID: DP0877734

    Funder
    Australian Research Council
    Funding Amount
    $255,000.00
    Summary
    Multi-Group Stochastic Modelling of Population Balance for Gas-Liquid Flows. Multiphase flow systems are encountered in many process industries such as chemical, petroleum, mining, nuclear, energy, food and pharmaceutical, which are fundamental to the Australian economy. Commercially available computer codes for simulating such systems are currently widely used in many Australian industrial sectors. This research project will address the prevalent deficiency in many of these computer codes and .... Multi-Group Stochastic Modelling of Population Balance for Gas-Liquid Flows. Multiphase flow systems are encountered in many process industries such as chemical, petroleum, mining, nuclear, energy, food and pharmaceutical, which are fundamental to the Australian economy. Commercially available computer codes for simulating such systems are currently widely used in many Australian industrial sectors. This research project will address the prevalent deficiency in many of these computer codes and develop new models capable of predicting a wide range of industrial bubbly flow problems. The resultant improved computer codes will provide industries with significant benefits and, in particular, reduce times and costs in their design and production.
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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

    Linkage Projects - Grant ID: LP0883290

    Funder
    Australian Research Council
    Funding Amount
    $153,762.00
    Summary
    Improved Management of Australian Port Infrastructure by Development of Predictive Ageing Simulation. Exposure of built infrastructure to corrosive marine conditions causes deterioration and reduced service life. Asset managers lack predictive models of in-service durability. Using data gathered from Australian ports, life-cycle predictions will be developed, simulating durability and incorporating geographical location, structure type, composition, and levels of maintenance. The modelling has .... Improved Management of Australian Port Infrastructure by Development of Predictive Ageing Simulation. Exposure of built infrastructure to corrosive marine conditions causes deterioration and reduced service life. Asset managers lack predictive models of in-service durability. Using data gathered from Australian ports, life-cycle predictions will be developed, simulating durability and incorporating geographical location, structure type, composition, and levels of maintenance. The modelling has not been undertaken on Australian port assets, whereas international models reflect very different infrastructure and exposures and are based on simpler 2D conditions that do not simulate actual deterioration. The three-dimensional (3D) modelling and graphics will be unique worldwide, providing decision support for construction and maintenance.
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    Funded Activity

    Discovery Projects - Grant ID: DP0880693

    Funder
    Australian Research Council
    Funding Amount
    $235,000.00
    Summary
    Boundary Crossing Analysis for Random Processes with Applications to Risk Management. Effective management of environmental, financial and superannuation investment risks is vitally important for Australia. Results of the project will add to the theoretical foundations of risk management and provide new computational tools for specialists working in the areas of financial engineering, insurance, superannuation funds. These tools will assist in improving risk profile evaluation and developing new .... Boundary Crossing Analysis for Random Processes with Applications to Risk Management. Effective management of environmental, financial and superannuation investment risks is vitally important for Australia. Results of the project will add to the theoretical foundations of risk management and provide new computational tools for specialists working in the areas of financial engineering, insurance, superannuation funds. These tools will assist in improving risk profile evaluation and developing new statistical control charts for security monitoring of epidemics, networks intrusions and other potentially dangerous changes. The research will also give Australia a competitive advantage in the area of education related to stochastic processes, mathematical finance, control theory and their applications.
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    Showing 1-6 of 6 Funded Activites

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