Stochastic Analysis with a View to Applications in Financial Risk Processes. Recent decades have seen explosive growth in applications of probability theory and statistics to the modelling of risk in finance and insurance. An intensive theoretical investigation into passage time and other problems for Levy and other continuous time processes will be applied to financial risk analyses. Related investigations will involve perpetuities and stochastic volatility models for price series. Outcomes ....Stochastic Analysis with a View to Applications in Financial Risk Processes. Recent decades have seen explosive growth in applications of probability theory and statistics to the modelling of risk in finance and insurance. An intensive theoretical investigation into passage time and other problems for Levy and other continuous time processes will be applied to financial risk analyses. Related investigations will involve perpetuities and stochastic volatility models for price series. Outcomes will include the development of new theory in probability and statistics, the initiation and reinforcement of collaborative ties with major international research figures, and the fostering of contacts with the finance industry.Read moreRead less
Linkage Infrastructure, Equipment And Facilities - Grant ID: LE0346878
Funder
Australian Research Council
Funding Amount
$190,000.00
Summary
GeoWulf: An Inference Engine for Complex Earth Systems. The project is to build a `Beowulf' cluster as a platform for solving
complex data inference problems in the Earth sciences, and in
particular the fields of thermochronology, seismology, crustal and
mantle dynamics, and landform evolution. A Beowulf cluster is a
network-linked set of commonly available `off-the-shelf' PC-computers
configured to give unprecedented performance/cost ratio. Projects
using the Beowulf facility will combine ....GeoWulf: An Inference Engine for Complex Earth Systems. The project is to build a `Beowulf' cluster as a platform for solving
complex data inference problems in the Earth sciences, and in
particular the fields of thermochronology, seismology, crustal and
mantle dynamics, and landform evolution. A Beowulf cluster is a
network-linked set of commonly available `off-the-shelf' PC-computers
configured to give unprecedented performance/cost ratio. Projects
using the Beowulf facility will combine state-of-the-art computational
techniques recently developed at ANU, and high quality data sets
collected over the past decade to address fundamental questions in
the Geosciences.Read moreRead less
Multi-object Estimation for Live-Cell Microscopy. The objective of this project is to develop new tools for the inference of biological information from live-cell data to facilitate analysis of experiments and speed up discovery in cell biology. The new tools would provide reliable, consistent inference requiring no manual intervention and able to process large volumes of data in a timely manner. This would equip biologists with a vehicle that could move them closer to the goal of understanding ....Multi-object Estimation for Live-Cell Microscopy. The objective of this project is to develop new tools for the inference of biological information from live-cell data to facilitate analysis of experiments and speed up discovery in cell biology. The new tools would provide reliable, consistent inference requiring no manual intervention and able to process large volumes of data in a timely manner. This would equip biologists with a vehicle that could move them closer to the goal of understanding the mechanism behind biological processes.Read moreRead less
ARC Complex Open Systems Research Network. Complexity is the common frontier in the physical, biological and social sciences. This Network will link specialists in all three sciences through five generic conceptual and mathematical theme activities. It will promote research into how subsystems self-organise into new emergent structures when assembled into an open, non-equilibrium system. Outcomes will include new technologies and software tools and deeper understanding of fundamental questions i ....ARC Complex Open Systems Research Network. Complexity is the common frontier in the physical, biological and social sciences. This Network will link specialists in all three sciences through five generic conceptual and mathematical theme activities. It will promote research into how subsystems self-organise into new emergent structures when assembled into an open, non-equilibrium system. Outcomes will include new technologies and software tools and deeper understanding of fundamental questions in science. An essential function of the network will be introducing researchers end users to new tools and broadening the horizons of graduate students.Read moreRead less
Linkage Infrastructure, Equipment And Facilities - Grant ID: LE0347797
Funder
Australian Research Council
Funding Amount
$263,000.00
Summary
A Versatile High-resolution X-ray Diffractometer for Materials Research. The aim of this project is to establish a state-of-the-art triple-axis x-ray diffraction facility capable of non-destructively analysing complex semiconductor materials and structures investigated by all Australian semiconductor-growing groups. Growers and device engineers will be able to control growth processes accurately and correlate device performance with structural analysis. Modern triple-axis instruments can also b ....A Versatile High-resolution X-ray Diffractometer for Materials Research. The aim of this project is to establish a state-of-the-art triple-axis x-ray diffraction facility capable of non-destructively analysing complex semiconductor materials and structures investigated by all Australian semiconductor-growing groups. Growers and device engineers will be able to control growth processes accurately and correlate device performance with structural analysis. Modern triple-axis instruments can also be used for high-resolution texture analysis and surface reflectivity measurements on numerous types of materials. Thus chemists, geologists, and materials scientists with interests outside of the semiconductor growth community will gain substantial benefit from this instrument for the investigation of materials of technological and economic importance.Read moreRead less
Seasonal adjustment using disaggregated short time span data. Seasonally adjusted economic and social times series are vital information used by governments and businesses in decision making. This project will develop statistical methods to estimate and remove seasonal factors from economic and social time series using finely disaggregated data for a relatively small number of time periods. This will enable better and quicker estimation of seasonal factors when new series are introduced or there ....Seasonal adjustment using disaggregated short time span data. Seasonally adjusted economic and social times series are vital information used by governments and businesses in decision making. This project will develop statistical methods to estimate and remove seasonal factors from economic and social time series using finely disaggregated data for a relatively small number of time periods. This will enable better and quicker estimation of seasonal factors when new series are introduced or there a major changes to existing series, improving the analysis of such series and the decisions based on them.Read moreRead less
Industrial Transformation Research Hubs - Grant ID: IH130200012
Funder
Australian Research Council
Funding Amount
$2,748,358.00
Summary
ARC Research Hub for Basin GEodyNamics and Evolution of SedImentary Systems (GENESIS). ARC Research Hub for Basin GEodyNamics and Evolution of SedImentary Systems (GENESIS). This Research Hub aims to undertake simultaneous modelling of deep Earth and surface processes, spanning basin scales to individual sediment grains. The Hub will develop and apply cutting-edge basin simulation approaches to transform the seeding and testing of basin exploration models, extending their viability to complex, ....ARC Research Hub for Basin GEodyNamics and Evolution of SedImentary Systems (GENESIS). ARC Research Hub for Basin GEodyNamics and Evolution of SedImentary Systems (GENESIS). This Research Hub aims to undertake simultaneous modelling of deep Earth and surface processes, spanning basin scales to individual sediment grains. The Hub will develop and apply cutting-edge basin simulation approaches to transform the seeding and testing of basin exploration models, extending their viability to complex, inaccessible remote and deep exploration targets. The Hub will fuse multidimensional data into five dimensional basin models (space and time, with uncertainty estimates) by coupling the evolution of mantle flow, crustal deformation, erosion and sedimentary processes, achieving a quantum leap in basin modelling and petroleum systems analysis.Read moreRead less
Special Research Initiatives - Grant ID: SR0354575
Funder
Australian Research Council
Funding Amount
$30,000.00
Summary
Earth and Ocean Informatics and Technology Network (EON-ITnet). Sustainable resource exploration and mining onshore, as well as marine planning, exploration, and defence depend on effective cross-disciplinary investigation, sharing of expertise and technologies for integration and computational analysis of multidimensional data spaces. EON-ITNET will cross-fertilise the use of artificial intelligence, advanced computing and smart information sharing for management, analysis, visualisation and me ....Earth and Ocean Informatics and Technology Network (EON-ITnet). Sustainable resource exploration and mining onshore, as well as marine planning, exploration, and defence depend on effective cross-disciplinary investigation, sharing of expertise and technologies for integration and computational analysis of multidimensional data spaces. EON-ITNET will cross-fertilise the use of artificial intelligence, advanced computing and smart information sharing for management, analysis, visualisation and metadata modelling between these traditionally separate research groups, with the outcome of improving research efficiency and lowering costs. EON-ITNET will form an alliance with the Caltech-based GeoFramework, which is advancing a novel object-oriented data analysis environment, binding community software for Earth visualisation and simulation to 4D data bases.Read moreRead less
Control and Optimization of Distributed Multiagent Formations. The project aims to develop a conceptual framework and algorithms for handling multi-vehicle formation control. Formations of unmanned airborne vehicles are currently used by defence forces and swarms of micro-vehicles are beginning to find increasing use in defence and for civilian emergency response, largely for surveillance purposes. Vehicles must cooperate to achieve a global formation objective, while respecting constraints on s ....Control and Optimization of Distributed Multiagent Formations. The project aims to develop a conceptual framework and algorithms for handling multi-vehicle formation control. Formations of unmanned airborne vehicles are currently used by defence forces and swarms of micro-vehicles are beginning to find increasing use in defence and for civilian emergency response, largely for surveillance purposes. Vehicles must cooperate to achieve a global formation objective, while respecting constraints on sensors, energy, and general mechanical limitations. The project aims to resolve the challenges of deciding what a single vehicle should observe, what and to where it should communicate, and how it should move in relation to what it sees. The conceptual framework developed may also be relevant in guiding future defence acquisitions and civilian applications.Read moreRead less
ARC Financial Integrity Research Network. The integrity of the financial system is constantly under stress because of the development of ever more complex financial instruments, structures and strategies, and the associated research technologies that continues to accelerate worldwide. FIRN's vision is to harness the considerable strengths of Australia's internationally renowned finance, accounting and economics researchers into a research agenda to address issues concerning the integrity of the ....ARC Financial Integrity Research Network. The integrity of the financial system is constantly under stress because of the development of ever more complex financial instruments, structures and strategies, and the associated research technologies that continues to accelerate worldwide. FIRN's vision is to harness the considerable strengths of Australia's internationally renowned finance, accounting and economics researchers into a research agenda to address issues concerning the integrity of the financial system. It will enable Australian research in this area to match the scale and impact of similar research in other major international financial centres, and play an essential role in placing Australia among the world's leaders in financial markets related research.Read moreRead less