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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Helping Central Banks Measure Unobserved Variables Using Real-time Forecasts. The project addresses structural measurement problems confronted routinely by central bankers. The techniques developed, and the estimates provided, will aid directly the Partner Organisations (the Reserve Bank of Australia, the Reserve Bank of New Zealand and Norges Bank) and other central banks in formulating monetary policy. The analysis will allow interest rates in Australia and elsewhere to be set with greater pre ....Helping Central Banks Measure Unobserved Variables Using Real-time Forecasts. The project addresses structural measurement problems confronted routinely by central bankers. The techniques developed, and the estimates provided, will aid directly the Partner Organisations (the Reserve Bank of Australia, the Reserve Bank of New Zealand and Norges Bank) and other central banks in formulating monetary policy. The analysis will allow interest rates in Australia and elsewhere to be set with greater precision. The techniques developed in this project will facilitate the understanding and communication of monetary policy within the central banks concerned, and enhance communication of monetary policy strategy to the public.Read moreRead less
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
Power systems with diverse generation - implications, control and capability. This research will generate a systematic methodology to handle the impact of the renewable energy sources on the NSW power grid. It increases our understanding of the impact of climate change policies relating to mandatory targets for greenhouse gas reduction helping to build Australia’s research capacity in the national priority area of an environmentally sustainable Australia. The anticipated methodology can also be ....Power systems with diverse generation - implications, control and capability. This research will generate a systematic methodology to handle the impact of the renewable energy sources on the NSW power grid. It increases our understanding of the impact of climate change policies relating to mandatory targets for greenhouse gas reduction helping to build Australia’s research capacity in the national priority area of an environmentally sustainable Australia. The anticipated methodology can also be seen as protecting the security of power infrastructure as well. Maintaining a critical energy infrastructure protects our way of life and ensures ongoing social, economic and environmental well being of Australia.Read moreRead less
Infill Developments: Project HOME (Housing Outcomes Metrics and Evaluation). The project plans to improve housing outcomes by evaluating housing design in the rapidly growing infill multi-residential sector, which often experiences design quality problems. Set across four global cities, the project aims to use a unique combination of design and social science methods to analyse good design and how this is produced and experienced. It is expected that this will deliver greater definition of and e ....Infill Developments: Project HOME (Housing Outcomes Metrics and Evaluation). The project plans to improve housing outcomes by evaluating housing design in the rapidly growing infill multi-residential sector, which often experiences design quality problems. Set across four global cities, the project aims to use a unique combination of design and social science methods to analyse good design and how this is produced and experienced. It is expected that this will deliver greater definition of and evidence for ‘good’ design as experienced through the real lives of Australian households. Outcomes should include robust design evaluation methods and transition strategies for cities, allowing city decision-makers to improve housing design for many people in Australian cities.Read moreRead less
Housing energy efficiency transitions. This project aims to provide an analysis of housing retrofit and its links with household energy costs. It includes householders across eight global urban sites, as well as the businesses that supply retrofit services. The project will analyse the retrofit experience of both energy poor and other households, providing an internationally significant evidence base. Outcomes include a robust empirical evidence base on the implications of retrofit for househol ....Housing energy efficiency transitions. This project aims to provide an analysis of housing retrofit and its links with household energy costs. It includes householders across eight global urban sites, as well as the businesses that supply retrofit services. The project will analyse the retrofit experience of both energy poor and other households, providing an internationally significant evidence base. Outcomes include a robust empirical evidence base on the implications of retrofit for households to tailor actions that will shape the lives of residents in Australian households.Read moreRead less
Evolution of Proterozoic multistage rift basins – key to mineral systems. This project will deliver a new quantitative and integrated exploratory framework for the mineral industry in Australia’s frontier sedimentary basins by integrating the latest advances in laboratory experimental tectonics with thermo-mechanical numerical, surface process and geophysical modelling. The project will use northern Australian basins as a natural laboratory to address the fundamental processes involved in the de ....Evolution of Proterozoic multistage rift basins – key to mineral systems. This project will deliver a new quantitative and integrated exploratory framework for the mineral industry in Australia’s frontier sedimentary basins by integrating the latest advances in laboratory experimental tectonics with thermo-mechanical numerical, surface process and geophysical modelling. The project will use northern Australian basins as a natural laboratory to address the fundamental processes involved in the development of sedimentary ore systems. The project will investigate how they can be detected by modern exploration techniques using a multidisciplinary approach with a team of experts with backgrounds in mineral and petroleum systems. Read moreRead less
Protecting while they prosper? Organisational responses to whistleblowing. This project aims to examine the adequacy of organisational responses to whistleblowing (employee reporting of wrongdoing). So far, research into public-interest whistleblowing has revealed much about the incidence, significance and experience of whistleblowers. This project now extends the research to the other side of the issue — the organisations. By comparing employee and managerial experience in multiple public and p ....Protecting while they prosper? Organisational responses to whistleblowing. This project aims to examine the adequacy of organisational responses to whistleblowing (employee reporting of wrongdoing). So far, research into public-interest whistleblowing has revealed much about the incidence, significance and experience of whistleblowers. This project now extends the research to the other side of the issue — the organisations. By comparing employee and managerial experience in multiple public and private sector organisations in Australia and New Zealand, the project intends to identify the factors that influence good and bad responses across a range of institutions; provide a clearer basis for reform of policies, procedures and law; and set benchmarks for comparative research worldwide.Read moreRead less
Intergenerational Disadvantage: Causes, Pathways, and Consequences. This Project aims to prevent poor Australian children from becoming poor adults by developing scientific evidence and creative policy approaches to overcome entrenched disadvantage. The Project will generate new knowledge on how social assistance dependence is linked across generations using new Australian data. Expected outcomes are the identification of i) the causal link between parents’ and children’s social assistance depen ....Intergenerational Disadvantage: Causes, Pathways, and Consequences. This Project aims to prevent poor Australian children from becoming poor adults by developing scientific evidence and creative policy approaches to overcome entrenched disadvantage. The Project will generate new knowledge on how social assistance dependence is linked across generations using new Australian data. Expected outcomes are the identification of i) the causal link between parents’ and children’s social assistance dependence; ii) the pathways through which youths overcome disadvantage; and iii) the role of family structure in transmitting disadvantage. Transforming the evidence base, the findings will have significant benefits in redesigning the Australian social safety net, promoting social and economic mobility.Read moreRead less
Building Australia's Electric Vehicle Fast Charging Infrastructure. This project aims to enhance the resilience, safety, and efficiency of electricity grids operated with fast-charging Electric Vehicles (EVs) by developing new control and optimisation frameworks. This project expects to develop new robust controllers for EV fast-charging infrastructure operated in coordination with wind and solar generated electricity. Expected project outcomes include enabling fast-charge EV infrastructure to b ....Building Australia's Electric Vehicle Fast Charging Infrastructure. This project aims to enhance the resilience, safety, and efficiency of electricity grids operated with fast-charging Electric Vehicles (EVs) by developing new control and optimisation frameworks. This project expects to develop new robust controllers for EV fast-charging infrastructure operated in coordination with wind and solar generated electricity. Expected project outcomes include enabling fast-charge EV infrastructure to be developed and deployed in Australia by the industry partner SwitchDin. Expected benefits including enabling significant reduction in carbon emissions from the transportation sector, accelerating the energy transition to renewables, and placing Australian industry at the forefront of EV grid integration technology.Read moreRead less