Price Discovery in Equity and Volatility Futures for Trading and Hedging. This project aims to develop a multivariate asynchronous technique to analyse the price discovery of movements in equity stock indices, volatility index futures and exchange traded products. This project expects to generate new knowledge in the area of financial econometrics using an innovative mixed frequency sampling approach to establish robust causal inferences. Expected outcomes of the project include enhanced econome ....Price Discovery in Equity and Volatility Futures for Trading and Hedging. This project aims to develop a multivariate asynchronous technique to analyse the price discovery of movements in equity stock indices, volatility index futures and exchange traded products. This project expects to generate new knowledge in the area of financial econometrics using an innovative mixed frequency sampling approach to establish robust causal inferences. Expected outcomes of the project include enhanced econometric theory and its implementation in applied finance. This should provide significant benefits in the price discovery of the equity index in Australia, including insights that will help Australian funds in hedging and trading volatility.Read moreRead less
Limiting False Positives in Empirical Asset Pricing Tests. The project aims to address the issue of data mining in asset pricing tests using innovative interdisciplinary approaches that mitigate the occurrence of false positives. The expected outcomes include extended options in finance for alleviating data mining, as well as new guidelines for rigorously evaluating the explanatory power of risk factors on expected returns. The project findings are expected to significantly advance our understan ....Limiting False Positives in Empirical Asset Pricing Tests. The project aims to address the issue of data mining in asset pricing tests using innovative interdisciplinary approaches that mitigate the occurrence of false positives. The expected outcomes include extended options in finance for alleviating data mining, as well as new guidelines for rigorously evaluating the explanatory power of risk factors on expected returns. The project findings are expected to significantly advance our understanding of the pricing of risk. Additionally, the proposed tools are anticipated to have broad applications, such as corporate finance and fraud detection, and offer significant value to finance research and its stakeholders, such as the Australian asset management industry and government regulatory bodies.
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Early Career Industry Fellowships - Grant ID: IE230100435
Funder
Australian Research Council
Funding Amount
$431,000.00
Summary
Customising weather index insurance for agribusiness using machine learning. This project aims to customise weather index insurance (WII) by utilising machine learning techniques. WII is used as a type of risk management tool in the agriculture sector to transfer risk due to extreme weather events. Significantly this project expects to establish an accurate correlation between insurance payouts and actual losses and thus improve the WII uptake rate. This will effectively support farmers and agri ....Customising weather index insurance for agribusiness using machine learning. This project aims to customise weather index insurance (WII) by utilising machine learning techniques. WII is used as a type of risk management tool in the agriculture sector to transfer risk due to extreme weather events. Significantly this project expects to establish an accurate correlation between insurance payouts and actual losses and thus improve the WII uptake rate. This will effectively support farmers and agribusinesses in Australia to mitigate and adapt to climate change, help reduce the impact of climate change and ensure crop production and food security.Read moreRead less
Optimising Digital Compliance Processes in the Financial Services Sector. This project aims to develop a new approach to optimise digital compliance processes in Australian financial services firms. Effective digital compliance is needed to reduce growing regulatory burden and improve compliance with increasingly complex laws. This project expects to deliver new ways to optimise digital compliance that drive innovation and reduce the societal risks of non-compliance for end-users. Expected outco ....Optimising Digital Compliance Processes in the Financial Services Sector. This project aims to develop a new approach to optimise digital compliance processes in Australian financial services firms. Effective digital compliance is needed to reduce growing regulatory burden and improve compliance with increasingly complex laws. This project expects to deliver new ways to optimise digital compliance that drive innovation and reduce the societal risks of non-compliance for end-users. Expected outcomes include industry guidance strategies and innovative digital tools that capture the complexity of digital compliance and inform practical solutions. This will provide significant cost reduction benefits for firms and ensure that new digital compliance processes promote the public interest goals of law and regulation. Read moreRead less
Discovery Early Career Researcher Award - Grant ID: DE240100533
Funder
Australian Research Council
Funding Amount
$434,727.00
Summary
Paris-compliance: assessing companies and portfolios. The aim of this research project is to turn the tide on misleading corporate climate pledges and systematise the assessment of companies' climate performance by using a science-based approach. A critical strategic priority urgently called for during recent international climate negotiations, the research conducted will be translated into a global platform where corporate Paris Compliance information will be shared openly and transparently. Th ....Paris-compliance: assessing companies and portfolios. The aim of this research project is to turn the tide on misleading corporate climate pledges and systematise the assessment of companies' climate performance by using a science-based approach. A critical strategic priority urgently called for during recent international climate negotiations, the research conducted will be translated into a global platform where corporate Paris Compliance information will be shared openly and transparently. This will bolster businesses’ climate action by outlining meaningful and effective decarbonisation pathways, allowing all stakeholders to make climate-safe decisions, and guiding policy makers to enforce the required changes for any business to become Paris-compliant. Read moreRead less
Empowering Australia’s Visual Arts via Creative Blockchain Opportunities. This project investigates the provision of a blockchain-based solution for protecting the intellectual property and provenance of visual art, and ways to empower its economic, cultural, and social value and benefits. By exploring innovative non-fungible token (NFT) opportunities in a global cyber security context, we will co-design a user-friendly and compliant tool for expanding the creation and movement of art on existin ....Empowering Australia’s Visual Arts via Creative Blockchain Opportunities. This project investigates the provision of a blockchain-based solution for protecting the intellectual property and provenance of visual art, and ways to empower its economic, cultural, and social value and benefits. By exploring innovative non-fungible token (NFT) opportunities in a global cyber security context, we will co-design a user-friendly and compliant tool for expanding the creation and movement of art on existing virtual galleries and smart contract-enabled platforms. Building on interdisciplinary synergies between creative and IT practices, we will interrogate the efficacy, risks and governance surrounding this global technology, and produce vital new knowledge for engaging with risks and opportunities in the digital economy.Read moreRead less
Enhancing outcomes for young people in out-of-home care who self-place. This project aims to enhance the safety and well-being of young people in out-of-home care who leave formal placements to stay in unapproved locations. The significance lies in the development of new knowledge with this group of young people about their needs and of factors shaping effective responses to them. Expected outcomes include the generation of policies and practices to reduce the drivers of young people leaving a ....Enhancing outcomes for young people in out-of-home care who self-place. This project aims to enhance the safety and well-being of young people in out-of-home care who leave formal placements to stay in unapproved locations. The significance lies in the development of new knowledge with this group of young people about their needs and of factors shaping effective responses to them. Expected outcomes include the generation of policies and practices to reduce the drivers of young people leaving approved placements and to address the support and protective needs of young people when staying in unapproved locations. The benefits include improved social and economic inclusion of young people in out-of-home care and reduced socio-economic burdens on health and justice systems associated with placement breakdown. Read moreRead less
Researching an all-of-family program in family violence & substance misuse. Family violence services and drug and alcohol services have been inappropriately siloed given co-occurrence of these problems is common. This project aims to evaluate an innovative program which integrates these services, focuses on fathering to ensure recognition of the needs of children (50% of family violence victims) and provides all-of-family support to ensure the safety and well-being of women and children. Expect ....Researching an all-of-family program in family violence & substance misuse. Family violence services and drug and alcohol services have been inappropriately siloed given co-occurrence of these problems is common. This project aims to evaluate an innovative program which integrates these services, focuses on fathering to ensure recognition of the needs of children (50% of family violence victims) and provides all-of-family support to ensure the safety and well-being of women and children. Expected outcomes include better evidence for countering family violence, and policy frameworks for integrated service provision. Changing the behaviour of men who use violence is a significant social challenge and the outcomes of this targeted approach should have ramifications nationally and internationally. Read moreRead less
Breaking the cycle of intergenerational child maltreatment using 'big data'. This project aims to provide the first comprehensive investigation of inter-generational child maltreatment using over 50 years of linked data for a population cohort of children and their parents in New South Wales. The project will generate new knowledge about the prevalence and characteristics of families in which child maltreatment is initiated, maintained across generations, or in which the trauma cycle is broken, ....Breaking the cycle of intergenerational child maltreatment using 'big data'. This project aims to provide the first comprehensive investigation of inter-generational child maltreatment using over 50 years of linked data for a population cohort of children and their parents in New South Wales. The project will generate new knowledge about the prevalence and characteristics of families in which child maltreatment is initiated, maintained across generations, or in which the trauma cycle is broken, using innovative statistical techniques. Expected outcomes include new knowledge of the true prevalence of inter-generational family trauma that can only be known from combining inter-agency data, and enhanced capacity to identify cross-agency levers in an effort to break the cycle of inter-generational disadvantage.Read moreRead less
Discovery Early Career Researcher Award - Grant ID: DE230101177
Funder
Australian Research Council
Funding Amount
$456,607.00
Summary
Beyond Inclusion: Belonging and Racial dignity for Africans in Australia . This project aims to investigate why Black Africans in Australia experience significant challenges of integration in comparison to other migrant groups. This issue of national concern, exacerbated by ongoing negative public and media discourse, has prompted calls for deportations of community members due to failed integration. Applying a unique and innovative Afrocentric methodology, this project expects to generate a ne ....Beyond Inclusion: Belonging and Racial dignity for Africans in Australia . This project aims to investigate why Black Africans in Australia experience significant challenges of integration in comparison to other migrant groups. This issue of national concern, exacerbated by ongoing negative public and media discourse, has prompted calls for deportations of community members due to failed integration. Applying a unique and innovative Afrocentric methodology, this project expects to generate a new understanding of racial dignity as key to belonging for Black Africans in Australia. By linking racial dignity as core to integration and belonging, the project should expand cross-cultural understandings that may inform culturally appropriate practice approaches with members of this community. Read moreRead less