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
Learning from the development and implementation of Australia's National Indigenous Forestry Strategy. The project will undertake a multi-disciplinary study of the National Indigenous Forest Strategy (NIFS) in the native title era. A team comprising three academics from the ANU and key industry partners will collaborate with a very experienced APAI on the project. There has been considerable public policy concern and debate about the development problems facing Indigenous communities, particular ....Learning from the development and implementation of Australia's National Indigenous Forestry Strategy. The project will undertake a multi-disciplinary study of the National Indigenous Forest Strategy (NIFS) in the native title era. A team comprising three academics from the ANU and key industry partners will collaborate with a very experienced APAI on the project. There has been considerable public policy concern and debate about the development problems facing Indigenous communities, particularly in regional and remote Australia. Forestry offers one option for economic initiative, especially on the significant Indigenous estate. This project will inform and monitor the evolving NIFS and canvass options for policy-realistic and culturally-acceptable ways that forestry can ameliorate Indigenous socio-economic disadvantage.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: LE0561240
Funder
Australian Research Council
Funding Amount
$121,510.00
Summary
Combined reactor for the plasma-enhanced chemical vapour deposition (PECVD) of amorphous layers of silicon, silicon nitride and silicon oxide, and for Reactive Ion Etching. Our small, but very productive group (up to 30 publications per Discovery grant) has reached critical mass (8 people), and the acquisition of essential infrastructure is peremptory. Without the proposed plasma reactor our strong international impact (10 papers, one invited, at the 2003 world conference on photovoltaics) will ....Combined reactor for the plasma-enhanced chemical vapour deposition (PECVD) of amorphous layers of silicon, silicon nitride and silicon oxide, and for Reactive Ion Etching. Our small, but very productive group (up to 30 publications per Discovery grant) has reached critical mass (8 people), and the acquisition of essential infrastructure is peremptory. Without the proposed plasma reactor our strong international impact (10 papers, one invited, at the 2003 world conference on photovoltaics) will wane. This machine permits to deposit thin layers of silicon nitride and amorphous silicon and is a versatile tool for investigating silicon materials for photovoltaics and microelectronics. Such reactors have become an essential tool for silicon solar cell work. Most laboratories across the world have at least one, including UNSW, but access to the latter is impractical.Read moreRead less
Band gap engineering of novel (In,Ga)SbN epitaxial semiconductors for high-performance long-wavelength optoelectronic devices. This proposal is at the forefront of a number of important fields, and therefore the outcomes are expected to be of great interest to a broad spectrum of industry sectors, including national defence, health care, environment and manufacturing. This novel material system could create new high technologies for various infrared devices. The outcomes of this project will pos ....Band gap engineering of novel (In,Ga)SbN epitaxial semiconductors for high-performance long-wavelength optoelectronic devices. This proposal is at the forefront of a number of important fields, and therefore the outcomes are expected to be of great interest to a broad spectrum of industry sectors, including national defence, health care, environment and manufacturing. This novel material system could create new high technologies for various infrared devices. The outcomes of this project will position Australian researchers among the pioneering groups in this area and will be beneficial to several major technology-related fields: global warming and associated environmental monitoring, security systems, thermal-imaging systems for night vision, and healthcare with the emphasis on disease diagnosis and treatment.Read moreRead less
Nanocavities in Si - Structural Evolution and Metal Gettering. Nanocavities represent a novel means of minimising metallic contamination in the active region of Si microelectronic devices. We propose innovative experiments, using in-situ transmission electron microscopy and synchrotron-based x-ray methods, to achieve a fundamental understanding of the processes that govern nanocavity structural evolution and metallic impurity trapping. We seek to develop a patentable technology to enhance impu ....Nanocavities in Si - Structural Evolution and Metal Gettering. Nanocavities represent a novel means of minimising metallic contamination in the active region of Si microelectronic devices. We propose innovative experiments, using in-situ transmission electron microscopy and synchrotron-based x-ray methods, to achieve a fundamental understanding of the processes that govern nanocavity structural evolution and metallic impurity trapping. We seek to develop a patentable technology to enhance impurity trapping efficiency and thus dramatically increase the applicability of this industrially-relevant process.Read moreRead less
Probing the properties of amorphous semiconductors with swift heavy ion irradiation and synchrotron radiation. This proposal is consistent with Research Priority 3: Frontier Technologies for Building and Transforming Australian Industries and the Priority Goals: Breakthrough Science, Frontier Technologies and Advanced Materials. We seek to deduce and understand the processes operative during swift heavy ion irradiation of amorphous semiconductors to probe fundamental materials properties. Ou ....Probing the properties of amorphous semiconductors with swift heavy ion irradiation and synchrotron radiation. This proposal is consistent with Research Priority 3: Frontier Technologies for Building and Transforming Australian Industries and the Priority Goals: Breakthrough Science, Frontier Technologies and Advanced Materials. We seek to deduce and understand the processes operative during swift heavy ion irradiation of amorphous semiconductors to probe fundamental materials properties. Our results and accompanying scientific insight will broaden the applicability of amorphous semiconductors in advanced technologies, enhance the national research profile, increase the domestic knowledge base and yield skilled, young scientists trained to utilise the Australian Synchrotron.Read moreRead less