Risk Measures and Management in Finance and Actuarial Science Under Regime-Switching Models. New models for assessing and managing risk of financial products will place Australia at the forefront of risk management. The work will also sustain the competitive edge of Australia as one of the major financial centres in the Asia-Pacific region through enhancing both the theory and practice of financial risk management. The project outcome will also benefit to the country in other areas of risk, for ....Risk Measures and Management in Finance and Actuarial Science Under Regime-Switching Models. New models for assessing and managing risk of financial products will place Australia at the forefront of risk management. The work will also sustain the competitive edge of Australia as one of the major financial centres in the Asia-Pacific region through enhancing both the theory and practice of financial risk management. The project outcome will also benefit to the country in other areas of risk, for example, environment risk, climate change, and energy and security problems.Read moreRead less
G-expectation and its applications to nonlinear risk management. This project will develop novel theories and methods for nonlinear risk management based on nonlinear expectations and Backward Stochastic Differential Equations. The expected outcomes of the project will place Australia in the forefront and the leading position of these fields.
Industrial Transformation Training Centres - Grant ID: IC140100003
Funder
Australian Research Council
Funding Amount
$2,389,935.00
Summary
The ARC Research Training Centre for Naval Design and Manufacturing. ARC Training Centre for Transforming Australia's Naval Manufacturing Industry. The aim of the Training Centre is to transform the Australian naval manufacturing industry by creating a new cohort of industry-focused, high-level and broadly skilled engineers and researchers. The resulting network of engineering researchers will enable the industry to more rapidly innovate and solve key problems concerning the efficient design, co ....The ARC Research Training Centre for Naval Design and Manufacturing. ARC Training Centre for Transforming Australia's Naval Manufacturing Industry. The aim of the Training Centre is to transform the Australian naval manufacturing industry by creating a new cohort of industry-focused, high-level and broadly skilled engineers and researchers. The resulting network of engineering researchers will enable the industry to more rapidly innovate and solve key problems concerning the efficient design, construction and sustainment of naval platforms. This industrial transformation will bring significant benefits to Australia as it commences a very ambitious shipbuilding program comprising the design and manufacture of new fleets of submarines, future frigates and patrol boats. The success of these major projects is reliant on developing this cohort of researchers to solve the key research questions.Read moreRead less
Structured barrier and penalty functions in infinite dimensional optimisation and analysis. Very large scale tightly-constrained optimisation problems are ubiquitous and include water management, traffic flow, and imaging at telescopes and hospitals. Massively parallel computers can solve such problems and provide physically realisable solution only if subtle design issues are mastered. Resolving such issues is the goal of this project.
Construction of near optimal oscillatory regimes in singularly perturbed control systems via solutions of Hamilton-Jacobi-Bellman inequalities. Problems of optimal control of systems evolving in multiple time scales arise in a great variety of applications (from diet to environmental modelling). This project addresses the challenge of analytically and numerically constructing rapidly oscillating controls that would 'near optimally coordinate' the slow and fast dynamics.
Network-wide sewer odour and corrosion management by model predictive control. Network-wide sewer odour and corrosion management by model predictive control. This project aims to develop and demonstrate, through real-life field studies, a model predictive control approach that achieves cost-effective network-wide mitigation of hydrogen sulphide. The lack of suitable methodologies to support the control designs of chemical dosing units and sewage pumping stations makes network-wide sewer corrosio ....Network-wide sewer odour and corrosion management by model predictive control. Network-wide sewer odour and corrosion management by model predictive control. This project aims to develop and demonstrate, through real-life field studies, a model predictive control approach that achieves cost-effective network-wide mitigation of hydrogen sulphide. The lack of suitable methodologies to support the control designs of chemical dosing units and sewage pumping stations makes network-wide sewer corrosion and odour management a problem. Innovative control methodology will simultaneously manipulate chemical dosing unit(s) and selected sewage pumping station(s), based on real-time prediction of sewage flows and characteristics both at sources and across the network, to ensure optimal delivery of dosed chemicals to mitigate hydrogen sulphide.Read moreRead less
Linkage Infrastructure, Equipment And Facilities - Grant ID: LE170100066
Funder
Australian Research Council
Funding Amount
$350,000.00
Summary
Collaborative embodied movement design network. This project aims to create a national collaborative network of arts/technology researchers to study the creative potential of movement-based human computer interaction systems. Movement-based technologies such as augmented and virtual reality, haptic and robotic interfaces form the cutting edge of human computer interaction development. This project will develop new infrastructure to enable researchers to work together to improve these systems fro ....Collaborative embodied movement design network. This project aims to create a national collaborative network of arts/technology researchers to study the creative potential of movement-based human computer interaction systems. Movement-based technologies such as augmented and virtual reality, haptic and robotic interfaces form the cutting edge of human computer interaction development. This project will develop new infrastructure to enable researchers to work together to improve these systems from an embodied perspective. This is expected to benefit industry, commerce, education, health care and the arts.Read moreRead less
Special Research Initiatives - Grant ID: SR0354693
Funder
Australian Research Council
Funding Amount
$10,000.00
Summary
Australian e-Research Grid. The e-Research Grid program will research and implement core Grid technologies on APAC and partner's deployed HPC resources, to underpin a broad range of Australian research. The computer science CIs will form collaborative links with international programs, adapting developments to local circumstances. The applications-domain CIs will leverage those into their scientific simulations and databases, using grid integrative techniques and portals. Many CIs participate in ....Australian e-Research Grid. The e-Research Grid program will research and implement core Grid technologies on APAC and partner's deployed HPC resources, to underpin a broad range of Australian research. The computer science CIs will form collaborative links with international programs, adapting developments to local circumstances. The applications-domain CIs will leverage those into their scientific simulations and databases, using grid integrative techniques and portals. Many CIs participate in other RNs linking to their motivating applications, enhancing prospects for research and integration. They participate in the APAC Grid program, leveraging 75 HPC staff nationally. A key aim is interoperability with "real-world Grids": eg e-learning & e-health programs.Read moreRead less
Reducing Blackout Risk through Live Modelling and Monitoring. This project aims to reduce the risk of blackouts through the development of on-line systems for modelling and monitoring of loads and power system controllers. This project is a collaboration with Transgrid, Powerlink, Vencorp and ElectraNetSA, four Transmission companies renowned for innovation in the area of system stability. The project proposes to develop innovative algorithms and to implement these algorithms using advanced hard ....Reducing Blackout Risk through Live Modelling and Monitoring. This project aims to reduce the risk of blackouts through the development of on-line systems for modelling and monitoring of loads and power system controllers. This project is a collaboration with Transgrid, Powerlink, Vencorp and ElectraNetSA, four Transmission companies renowned for innovation in the area of system stability. The project proposes to develop innovative algorithms and to implement these algorithms using advanced hardware, software and communication systems to dynamically generate decision tools for safe and efficient power system operating conditions. These systems will also generate alarms if any risky operational situations arise.Read moreRead less
ARC Research Network in Enterprise Information Infrastructure. EII targets consolidated research towards the comprehensive development & establishment of advanced information infrastructures. Its prime purpose is to provide a forum for intellectual exchange by diverse yet complementary research groups, to address the fundamental research problems faced by scientific & business communities when dealing with deployment of information technology to globally distributed, and data intensive environme ....ARC Research Network in Enterprise Information Infrastructure. EII targets consolidated research towards the comprehensive development & establishment of advanced information infrastructures. Its prime purpose is to provide a forum for intellectual exchange by diverse yet complementary research groups, to address the fundamental research problems faced by scientific & business communities when dealing with deployment of information technology to globally distributed, and data intensive environments. EII will address 3 tightly coupled research themes: Ability to interoperate across existing heterogenous platforms & applications; Efficient processing of very large data sets; Technology adoption & impact. Generic results will be applicable to e-science and large business information systems installations.Read moreRead less