Market Model of Implied Volatility. The outcomes of the project will constitute a new methodology with a wide range of tools to handle the market uncertainties with practical applications in the finance industry. Consequently, the benefits of this project to the nation include enhancing its scientific standing in the international community, the training of Australian researchers in forefront methods of modelling of complex stochastic systems and the benefits resulting from its commercially rele ....Market Model of Implied Volatility. The outcomes of the project will constitute a new methodology with a wide range of tools to handle the market uncertainties with practical applications in the finance industry. Consequently, the benefits of this project to the nation include enhancing its scientific standing in the international community, the training of Australian researchers in forefront methods of modelling of complex stochastic systems and the benefits resulting from its commercially relevant elements. Read moreRead less
Choice experiments to improve predictive power for policy makers. In the current economic climate, Australian governments will benefit from superior choice experiments which will lead to improved prediction of the potential public benefit of proposed policy changes. The choice experiments developed here will have a substantial effect on the development of strategies for the promotion and maintenance of a strong health care system as well as being relevant to the maintenance of a sustainable envi ....Choice experiments to improve predictive power for policy makers. In the current economic climate, Australian governments will benefit from superior choice experiments which will lead to improved prediction of the potential public benefit of proposed policy changes. The choice experiments developed here will have a substantial effect on the development of strategies for the promotion and maintenance of a strong health care system as well as being relevant to the maintenance of a sustainable environment, both designated National Research Priority areas. The innovative research proposed will tap into and build strong links with international research networks, advancing Australia's research reputation and providing a rich environment for the training of research graduates.Read moreRead less
Algebraic K-theory and groups. This project will study the K-theory of division algebras, their generalisation to Azumaya algebras and the nonstable K-theory of rings. Expected outcomes would enhance our understanding on the structure of these K groups.
The goal is to settle some of the most significant conjectures in the subject: Bak's solvability of nonstable K groups over rings and the Merkurjev-Suslin conjectures on reduced K theory of division rings.
The study of these problems contribu ....Algebraic K-theory and groups. This project will study the K-theory of division algebras, their generalisation to Azumaya algebras and the nonstable K-theory of rings. Expected outcomes would enhance our understanding on the structure of these K groups.
The goal is to settle some of the most significant conjectures in the subject: Bak's solvability of nonstable K groups over rings and the Merkurjev-Suslin conjectures on reduced K theory of division rings.
The study of these problems contributes to and draws from such topics as group theory, commutative ring theory, algebraic number theory and algebraic geometry.
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Homotopy theory: interactions with representation theory and moduli spaces. This proposal will involve young researchers and train them for problem solving in many fields, including management, the sciences, the financial industries, and the development of technologies. Furthermore, many of the projects in this proposal are collaborative and interdisciplinary. It is the CI's sincere hope that this proposal can help bolster communication amongst the wealth of topology, number theory, and mathe ....Homotopy theory: interactions with representation theory and moduli spaces. This proposal will involve young researchers and train them for problem solving in many fields, including management, the sciences, the financial industries, and the development of technologies. Furthermore, many of the projects in this proposal are collaborative and interdisciplinary. It is the CI's sincere hope that this proposal can help bolster communication amongst the wealth of topology, number theory, and mathematical physics experts in Australia. The research in these exciting areas of mathematics will contribute to maintaining Australia's position as a research leader in pure mathematics.
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Explicit Construction of Global Function Fields with Many Rational Places. The use of error-correcting codes and cryptosystems is fundamental to the secure and reliable operation of many technological devices that we depend upon in our everyday lives. Essentially invisible, both coding theory and cryptography are essential for banking (ATM machines, e-banking), commerce (e-commerce), defense (cryptography) and entertainment (digital TV and radio, music CDs, DVDs). While certain families of "goo ....Explicit Construction of Global Function Fields with Many Rational Places. The use of error-correcting codes and cryptosystems is fundamental to the secure and reliable operation of many technological devices that we depend upon in our everyday lives. Essentially invisible, both coding theory and cryptography are essential for banking (ATM machines, e-banking), commerce (e-commerce), defense (cryptography) and entertainment (digital TV and radio, music CDs, DVDs). While certain families of "good" codes and cryptosystems can be constructed from specific function fields whose existence is guaranteed by abstract theory, often no actual construction for the function field is currently known. We aim to close this gap, making a greater range of "good" codes and cryptosystems available for practical applications.
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Asymptotic Expansions and Large Deviations in Probability and Statistics: Theory and Applications. Statistics is the major enabling science in a number of disciplines. This is fundamental research in probability and statistics but it has wide applications in Biology and Social Sciences which will ultimately be of national benefit. The behaviour of self normalized sums is an exciting new area of fundamental research that has implications for the application of statistics in many areas. U-statist ....Asymptotic Expansions and Large Deviations in Probability and Statistics: Theory and Applications. Statistics is the major enabling science in a number of disciplines. This is fundamental research in probability and statistics but it has wide applications in Biology and Social Sciences which will ultimately be of national benefit. The behaviour of self normalized sums is an exciting new area of fundamental research that has implications for the application of statistics in many areas. U-statistics for dependent situations has direct application to understanding financial time series and the analysis of sample survey data. Saddlepoint methods provide extremely accurate approximations in a number of important applications.
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p-Adic Methods in Arithmetic Geometry. This project concerns algorithms for determining the number of
solutions to systems of polynomial equations over finite fields
by p-adic methods. Our goal is to determine a fundamental
invariant, the zeta function, appearing in arithmetic geometry,
whose characterization was the subject of the famous Weil
conjectures.
....p-Adic Methods in Arithmetic Geometry. This project concerns algorithms for determining the number of
solutions to systems of polynomial equations over finite fields
by p-adic methods. Our goal is to determine a fundamental
invariant, the zeta function, appearing in arithmetic geometry,
whose characterization was the subject of the famous Weil
conjectures.
We seek to understand and develop p-adic methods for determining
zeta functions, taking as point of departure the methods of Satoh
and Mestre for elliptic curves. Applications of this work include
public key cryptography and coding theory, having direct impact
in e-commerce and telecommunications.
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Empirical saddlepoint approximations and self-normalized limit theorems. Finite population sampling and resampling methods such as the bootstrap and randomization methods are central in a number of areas of application and M-estimates are the major method used to give robust methods under mild conditions; in both these areas statistics are used which are Studentized or self-normalized. We will develop asymptotic approaches for such statistics. Saddlepoint and empirical saddlepoint methods will ....Empirical saddlepoint approximations and self-normalized limit theorems. Finite population sampling and resampling methods such as the bootstrap and randomization methods are central in a number of areas of application and M-estimates are the major method used to give robust methods under mild conditions; in both these areas statistics are used which are Studentized or self-normalized. We will develop asymptotic approaches for such statistics. Saddlepoint and empirical saddlepoint methods will be used to give methods which have second order relative accuracy in large deviation regions and we will obtain limit results and Edgeworth approximations. Emphasis will be on obtaining results under weak conditions necessary for applications.Read moreRead less
The arithmetic of supersingular elliptic curves. The proposed research will have substantial benefits both in the area of pure mathematics, and to the standing of number theory within Australia generally. If successful, the investigators envisage: - fundamental advances in the study of both elliptic curves and modular forms; - key progress in our understanding of the final Millenium Prize Problem in Mathematics; - academic software to compute special values of L-functions; - applications to com ....The arithmetic of supersingular elliptic curves. The proposed research will have substantial benefits both in the area of pure mathematics, and to the standing of number theory within Australia generally. If successful, the investigators envisage: - fundamental advances in the study of both elliptic curves and modular forms; - key progress in our understanding of the final Millenium Prize Problem in Mathematics; - academic software to compute special values of L-functions; - applications to computational mathematics, particularly elliptic curve cryptosystems; - a huge boost to the development of number theory Australia-wide.
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Chromatic polynomials, random graphs, and error-correcting codes: a unified approach to graph colouring problems. Through a unified approach involving cutting-edge results on chromatic polynomials, random graphs, matroids, and error-correcting codes, this project will establish the foundations for a rigorous mathematical framework for attempting to provide a short, transparent and illuminating solution to the Four Colour Problem. The project will support developments in computer science and sta ....Chromatic polynomials, random graphs, and error-correcting codes: a unified approach to graph colouring problems. Through a unified approach involving cutting-edge results on chromatic polynomials, random graphs, matroids, and error-correcting codes, this project will establish the foundations for a rigorous mathematical framework for attempting to provide a short, transparent and illuminating solution to the Four Colour Problem. The project will support developments in computer science and statistical mechanics and is likely to have flow-on effects in real-world disciplines such as network communication. This project will also strengthen Australia's international presence in discrete mathematics and will further strengthen ties between Australian and international mathematicians.Read moreRead less