Frontiers in inference about risk. The project aims to develop new methods for robust risk evaluation and minimisation under various constraints and scenarios. Risk evaluation, estimation and prediction using past data is a central activity in diverse areas such as finance, insurance, superannuation and environmental regulation. The project aims to propose and solve innovatively robust risk optimisation problems under constraints, taking into account the time dynamics. Applications include risk ....Frontiers in inference about risk. The project aims to develop new methods for robust risk evaluation and minimisation under various constraints and scenarios. Risk evaluation, estimation and prediction using past data is a central activity in diverse areas such as finance, insurance, superannuation and environmental regulation. The project aims to propose and solve innovatively robust risk optimisation problems under constraints, taking into account the time dynamics. Applications include risk management around natural catastrophes and long-term asset investment of pension funds. The solutions and outcomes are expected to deliver optimal resource allocation proposals and better management of risk exposure in practice.Read moreRead less
Development of methods and algorithms to support multidisciplinary optimisation. This project will aim to develop a number of novel and computationally efficient schemes to deal with the key challenges facing multidisciplinary optimisation. These advancements will allow us to solve a number of challenging and intractable problems in science and engineering.
Optimisation for next generation machine learning. As more and more data are being collected, it is important to build intelligent systems which will can analyse these data efficiently. This project will take design and analyse new algorithms which take advantage of emerging paradigms in hardware such as multicore processors, graphic processing units (GPU), and cluster computers to achieve this goal.