Investment Approaches and Applications in Financial Markets: Evolutionary Kernel Based Subset Time-Series Using Semi-Parametric Approaches. The project will develop new investment assessments based on subset time-series modeling. Innovative evolutionary kernel smoothing algorithms using semi-parametric approaches will be introduced. The project will make three important applications of this modeling in financial markets: a) benchmarking and evaluation of inflation-indexed bonds; b) evaluation of ....Investment Approaches and Applications in Financial Markets: Evolutionary Kernel Based Subset Time-Series Using Semi-Parametric Approaches. The project will develop new investment assessments based on subset time-series modeling. Innovative evolutionary kernel smoothing algorithms using semi-parametric approaches will be introduced. The project will make three important applications of this modeling in financial markets: a) benchmarking and evaluation of inflation-indexed bonds; b) evaluation of the performance of global diversified investment funds; and c) prediction to provide early warning of the emergence of destabilising deflation or inflation. These three applications will lead to improved risk management practices and investment performance. Recursive algorithms will provide new statistical methods to study investment asset price movements and market volatility.
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The improvement of climate change investigations by developing and applying innovative evolutionary subset time series modelling using semi-parametric sparse-patterned approaches. With an estimated US$6.98 trillion loss indicated in the Stern review, severe climate change will make world climate conditions harsher and more likely include large natural climate disasters. The health of the Australian economy is critically dependent on decisions of environmental managers. However, most problems of ....The improvement of climate change investigations by developing and applying innovative evolutionary subset time series modelling using semi-parametric sparse-patterned approaches. With an estimated US$6.98 trillion loss indicated in the Stern review, severe climate change will make world climate conditions harsher and more likely include large natural climate disasters. The health of the Australian economy is critically dependent on decisions of environmental managers. However, most problems of complexity arising in climate change involve issues on which we do not possess a deep understanding. This project draws upon a set of inter-disciplinary concepts and models centred in neural networks that enable us to advance our understanding of complexity, leading to superior quantitative tools and models to allow for improved environmental decision-making.
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Investment approaches and opportunities in renewable energy and financial resource markets, using semi-parametric approaches to evolutionary subset time-series lattice-ladder modelling. The project findings will help Australian exporters and importers understand and manage energy and resource price risks more effectively. The investment community will benefit through selecting optimal asset allocations and enhancing value to investors. It will also benefit many other agencies, particularly in th ....Investment approaches and opportunities in renewable energy and financial resource markets, using semi-parametric approaches to evolutionary subset time-series lattice-ladder modelling. The project findings will help Australian exporters and importers understand and manage energy and resource price risks more effectively. The investment community will benefit through selecting optimal asset allocations and enhancing value to investors. It will also benefit many other agencies, particularly in the service industries. It is not well recognised that in developed countries, including Australia, the financial service and related sectors account for more than 60 percent of economic activity and employment, so it is critical that more sophisticated statistical methods be established, and practical applications conducted, in order to advance the understanding of complexity management in the financial service and related sectors.Read moreRead less
The improvement of investment approaches by developing and applying bootstrap methods to innovative evolutionary kernel-based subset time-series modelling. With over $1 trillion of investors' monies in the hands of fund managers, the importance of efficient investment decisions across all industry sectors is self evident. Even if the modest target of systematically improving decision making by 1 or 2 % is set, the aggregate economic benefit achieved, given the compounding effects will be enormou ....The improvement of investment approaches by developing and applying bootstrap methods to innovative evolutionary kernel-based subset time-series modelling. With over $1 trillion of investors' monies in the hands of fund managers, the importance of efficient investment decisions across all industry sectors is self evident. Even if the modest target of systematically improving decision making by 1 or 2 % is set, the aggregate economic benefit achieved, given the compounding effects will be enormous. Any developed or developing country will profit from such advanced decision-making approaches. Therefore it is critical that more sophisticated statistical methods be established, and practical applications conducted, in order to advance the understanding of complexity management in the financial investment and other relevant sectors.Read moreRead less
Linkage Infrastructure, Equipment And Facilities - Grant ID: LE0989759
Funder
Australian Research Council
Funding Amount
$360,000.00
Summary
Australian Access to and Operation of Advanced Synchrotron Radiation Facilities at the Photon Factory. The primary national benefit of this application will be continued access by peer review for Australian scientists to the advanced synchrotron-radiation capabilities of the Australian National Beamline Facility and other complementary beamlines at the Photon Factory, Japan. This proposal is consistent with the National Research Priorities of An Environmentally Sustainable Australia, Promoting a ....Australian Access to and Operation of Advanced Synchrotron Radiation Facilities at the Photon Factory. The primary national benefit of this application will be continued access by peer review for Australian scientists to the advanced synchrotron-radiation capabilities of the Australian National Beamline Facility and other complementary beamlines at the Photon Factory, Japan. This proposal is consistent with the National Research Priorities of An Environmentally Sustainable Australia, Promoting and Maintaining Good Health and Frontier Technologies for Building and Transforming Australian Industries and will generate science to support and stimulate domestic industry, enhance the domestic knowledge base and international research profile, train students and future synchrotron scientists and foster domestic and international collaborations.Read moreRead less
The Identification and Development of Strategies for Increasing Engineering Enrolments. There is a continuing nation-wide decline in high school student enrolment in higher level mathematics and science. This is already leading to a reduction in the number of students undertaking university engineering programs in Australia and the situation is expected to worsen. This project is directed toward a better understanding of the reasons for the trend and the development of strategies to reverse it. ....The Identification and Development of Strategies for Increasing Engineering Enrolments. There is a continuing nation-wide decline in high school student enrolment in higher level mathematics and science. This is already leading to a reduction in the number of students undertaking university engineering programs in Australia and the situation is expected to worsen. This project is directed toward a better understanding of the reasons for the trend and the development of strategies to reverse it. It aims to 1. Evaluate the most effective strategies that increase student's interests and understanding of engineering and increase participation in engineering studies. 2. Develop an optimised national communication strategy for promoting engineering studies to secondary students.Read moreRead less
Linkage Infrastructure, Equipment And Facilities - Grant ID: LE0560751
Funder
Australian Research Council
Funding Amount
$432,474.00
Summary
Facility for the Analysis of Biomacromolecular Interactions. A facility for the analysis of biological macromolecules and their interactions with ligand molecules is required to support a large number of research projects in high priority areas including mechanisms of aging, drug development and bio/nanotechnology at three different universities. The instrumentation will (i) afford quantitative measurements of binding affinities between biological and chemical macromolecules, which are available ....Facility for the Analysis of Biomacromolecular Interactions. A facility for the analysis of biological macromolecules and their interactions with ligand molecules is required to support a large number of research projects in high priority areas including mechanisms of aging, drug development and bio/nanotechnology at three different universities. The instrumentation will (i) afford quantitative measurements of binding affinities between biological and chemical macromolecules, which are available only in small quantities, and small, drug related molecules (by microcalorimetry and dual polarization interferometry), and (ii) provide equipment necessary for sample characterization and purification prior to quantitative measurements (CD spectroscopy, and FPLC equipment).Read moreRead less
Increasing internet energy and cost efficiency by improving higher-layer protocols. Australians rely heavily on our telecommunications infrastructure due to our geographic dispersion. We are also very susceptible to climate change, given our reliance on agriculture. Information technology is consuming a rapidly increasing fraction of our power and our budget. This research will help to reverse both those trends, by finding novel and practical ways to use our infrastructure more efficiently, and ....Increasing internet energy and cost efficiency by improving higher-layer protocols. Australians rely heavily on our telecommunications infrastructure due to our geographic dispersion. We are also very susceptible to climate change, given our reliance on agriculture. Information technology is consuming a rapidly increasing fraction of our power and our budget. This research will help to reverse both those trends, by finding novel and practical ways to use our infrastructure more efficiently, and to minimise its energy use. This will enable the Australian telecommunications industry to provide better service (including to Australian industries and rural communities) at lower economic and environmental cost. This project will put Australia on the international stage as a leading contributor to energy-efficient internet technology.Read moreRead less
Linkage Infrastructure, Equipment And Facilities - Grant ID: LE0775482
Funder
Australian Research Council
Funding Amount
$500,000.00
Summary
Ultratrace element and isotope analysis facility. Analysis of trace concentrations of contaminants in food, water and biota is essential for proper environmental and human health protection, and the ability to analyse different isotopes of nutrients will improve our capability to develop techniques to fortify foods with essential micronutrients. The instrumentation will also assist our understanding of the geological processes, climate and environmental change and the formation and location of m ....Ultratrace element and isotope analysis facility. Analysis of trace concentrations of contaminants in food, water and biota is essential for proper environmental and human health protection, and the ability to analyse different isotopes of nutrients will improve our capability to develop techniques to fortify foods with essential micronutrients. The instrumentation will also assist our understanding of the geological processes, climate and environmental change and the formation and location of mineral deposits having economic potential in Australia. By improving forensic identification techniques, the instrumentation will allow identification and tracking of environmental contamination of the food chain and water supplies, and to identify and track criminal and terrorist activity. Read moreRead less
An evaluation of novel aluminosilicate materials based on modified kaolins for environmental applications. We have shown that simple and inexpensive modification of kaolin produces materials that adsorb large amounts of ammonium (N) and phosphate (P). We intend to evaluate and develop these materials for water treatment, so as to reduce N, P inputs into rivers and wetlands. The materials can then be used as fertilisers. Similarly addition of the materials to sandy soils to reduce leaching losses ....An evaluation of novel aluminosilicate materials based on modified kaolins for environmental applications. We have shown that simple and inexpensive modification of kaolin produces materials that adsorb large amounts of ammonium (N) and phosphate (P). We intend to evaluate and develop these materials for water treatment, so as to reduce N, P inputs into rivers and wetlands. The materials can then be used as fertilisers. Similarly addition of the materials to sandy soils to reduce leaching losses of N, P from fertilisers will be investigated. The major outcome of this research will be effective and inexpensive procedures for reducing eutrophication due to N, P from waste water and fertilisers.Read moreRead less