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
Increasing internet energy and cost efficiency by improving higher-layer protocols. Australians rely heavily on our telecommunications infrastructure due to our geographic dispersion. We are also very susceptible to climate change, given our reliance on agriculture. Information technology is consuming a rapidly increasing fraction of our power and our budget. This research will help to reverse both those trends, by finding novel and practical ways to use our infrastructure more efficiently, and ....Increasing internet energy and cost efficiency by improving higher-layer protocols. Australians rely heavily on our telecommunications infrastructure due to our geographic dispersion. We are also very susceptible to climate change, given our reliance on agriculture. Information technology is consuming a rapidly increasing fraction of our power and our budget. This research will help to reverse both those trends, by finding novel and practical ways to use our infrastructure more efficiently, and to minimise its energy use. This will enable the Australian telecommunications industry to provide better service (including to Australian industries and rural communities) at lower economic and environmental cost. This project will put Australia on the international stage as a leading contributor to energy-efficient internet technology.Read moreRead less
Special Research Initiatives - Grant ID: SR0354797
Funder
Australian Research Council
Funding Amount
$20,000.00
Summary
The Australian Tissue Engineering Network. Driven by four key nodes across the country, the Initiative aims to bring together geographically and financially separated groups into a critical mass of cell and tissue engineering research. This new and rapidly-growing field uses a bio-synthetic approach to replace, repair or regenerate damaged tissues and organs. The Initiative will build the framework which will enable the Network to: identify appropriate expertise, manage duplication, enhance co ....The Australian Tissue Engineering Network. Driven by four key nodes across the country, the Initiative aims to bring together geographically and financially separated groups into a critical mass of cell and tissue engineering research. This new and rapidly-growing field uses a bio-synthetic approach to replace, repair or regenerate damaged tissues and organs. The Initiative will build the framework which will enable the Network to: identify appropriate expertise, manage duplication, enhance communication, bring together innovative skill sets, create linkages, generate focussed research programs and foster novel commercial opportunities. Ultimately the Initiative and Network will deliver an improved quality of life, reduced healthcare costs, and increased productivity to Australia.Read moreRead less
Mimetics and small chemical compounds for hemopoietic stem cell mobilisation. This project will result in the design and synthesis of new chemical compounds that could be used clinically to help collect blood stem cells for bone marrow transplantation. For patients this will mean more effective and less painful ways to collect stem cells and better transplant outcomes. There is a large, ongoing international market for this type of drug and likelihood of significant financial benefit.
Linkage Infrastructure, Equipment And Facilities - Grant ID: LE0560751
Funder
Australian Research Council
Funding Amount
$432,474.00
Summary
Facility for the Analysis of Biomacromolecular Interactions. A facility for the analysis of biological macromolecules and their interactions with ligand molecules is required to support a large number of research projects in high priority areas including mechanisms of aging, drug development and bio/nanotechnology at three different universities. The instrumentation will (i) afford quantitative measurements of binding affinities between biological and chemical macromolecules, which are available ....Facility for the Analysis of Biomacromolecular Interactions. A facility for the analysis of biological macromolecules and their interactions with ligand molecules is required to support a large number of research projects in high priority areas including mechanisms of aging, drug development and bio/nanotechnology at three different universities. The instrumentation will (i) afford quantitative measurements of binding affinities between biological and chemical macromolecules, which are available only in small quantities, and small, drug related molecules (by microcalorimetry and dual polarization interferometry), and (ii) provide equipment necessary for sample characterization and purification prior to quantitative measurements (CD spectroscopy, and FPLC equipment).Read moreRead less
Linkage Infrastructure, Equipment And Facilities - Grant ID: LE0989759
Funder
Australian Research Council
Funding Amount
$360,000.00
Summary
Australian Access to and Operation of Advanced Synchrotron Radiation Facilities at the Photon Factory. The primary national benefit of this application will be continued access by peer review for Australian scientists to the advanced synchrotron-radiation capabilities of the Australian National Beamline Facility and other complementary beamlines at the Photon Factory, Japan. This proposal is consistent with the National Research Priorities of An Environmentally Sustainable Australia, Promoting a ....Australian Access to and Operation of Advanced Synchrotron Radiation Facilities at the Photon Factory. The primary national benefit of this application will be continued access by peer review for Australian scientists to the advanced synchrotron-radiation capabilities of the Australian National Beamline Facility and other complementary beamlines at the Photon Factory, Japan. This proposal is consistent with the National Research Priorities of An Environmentally Sustainable Australia, Promoting and Maintaining Good Health and Frontier Technologies for Building and Transforming Australian Industries and will generate science to support and stimulate domestic industry, enhance the domestic knowledge base and international research profile, train students and future synchrotron scientists and foster domestic and international collaborations.Read moreRead less