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
Nonsmooth Optimization in Constrained Spline Interpolation. Traditional methods based on standard calculus may not work for optimization problems with constraints; however, such problems can be reformulated as nonsmooth problems that need special treatment. The project aims to approach several important problems in constrained spline interpolation and approximation, from the perspective of nonsmooth optimization. The research, which builds upon a recent breakthrough in the approach to the convex ....Nonsmooth Optimization in Constrained Spline Interpolation. Traditional methods based on standard calculus may not work for optimization problems with constraints; however, such problems can be reformulated as nonsmooth problems that need special treatment. The project aims to approach several important problems in constrained spline interpolation and approximation, from the perspective of nonsmooth optimization. The research, which builds upon a recent breakthrough in the approach to the convex best interpolation by the applicant and his collaborators, is expected to provide fundamental theory for Newton-type methods being used for these problems with a vast number of applications in data fitting and curve and surface design.Read moreRead less
Organisation, expression and diversity of the sub-telomeric regions of the ancient eukaryote, Giardia duodenalis. We propose to extend our findings on the extreme plasticity of the structure and organisation of the sub-telomeric region of the complete genome of Giardia by more extensive chromosome walking, and comparison of different isolates. These regions are subject to gene conversion, transcriptional silencing, gene mobility, recombination, variable surface protein expression, subtelomeric i ....Organisation, expression and diversity of the sub-telomeric regions of the ancient eukaryote, Giardia duodenalis. We propose to extend our findings on the extreme plasticity of the structure and organisation of the sub-telomeric region of the complete genome of Giardia by more extensive chromosome walking, and comparison of different isolates. These regions are subject to gene conversion, transcriptional silencing, gene mobility, recombination, variable surface protein expression, subtelomeric instability and the insertion of transposable elements, a dynamic balance between structural conservation and rapid evolution. This is a rare opportunity to understand the forces at work in moulding eukaryotic sub-telomeric sequences because Giardia is not constrained by sexual homogenisation and the dynamic variability is retained.Read moreRead less
ARC Centre of Excellence - Centre for Antimatter-Matter Studies. While our world is made of matter, all particles have anti-particles and the most abundant is the positron, the electron's antiparticle. It is the "workshop" for most anti-matter studies, particularly for the characterization of materials, including gases, polymers, insulators, thin films and surfaces, as well as the development of new and novel, nano-structured materials. The ARC Centre of Excellence in Antimatter-Matter Studies ....ARC Centre of Excellence - Centre for Antimatter-Matter Studies. While our world is made of matter, all particles have anti-particles and the most abundant is the positron, the electron's antiparticle. It is the "workshop" for most anti-matter studies, particularly for the characterization of materials, including gases, polymers, insulators, thin films and surfaces, as well as the development of new and novel, nano-structured materials. The ARC Centre of Excellence in Antimatter-Matter Studies (CAMS) will bring together key Australian and international scientists to work in this emerging scientific field of antimatter-matter interactions. It will forge a unique and effective scientific team for state-of-the-art studies of the nano-world that underlies many everyday processes and new technologies.Read moreRead less
Multi-scale Modelling and Simulation of Self-assembling Photonic Crystals. By using bandgaps and introduced defect states, photonic crystals provide the opportunities to shape and mould the flow of light. A success in fabricating 3D photonic crystals with complete bandgaps in a controllable and large-scale fashion will revolutionise the information & telecommunication industry. This ability will provide Australia with a significant niche opportunity at the leading edge of this frontier technolog ....Multi-scale Modelling and Simulation of Self-assembling Photonic Crystals. By using bandgaps and introduced defect states, photonic crystals provide the opportunities to shape and mould the flow of light. A success in fabricating 3D photonic crystals with complete bandgaps in a controllable and large-scale fashion will revolutionise the information & telecommunication industry. This ability will provide Australia with a significant niche opportunity at the leading edge of this frontier technology. It builds on Australia's established strength in material science, photonics, and information & communication technology. The mathematical models, simulation platform, and fabrication methods developed in this project will also be applicable to creating other highly-structured, functional materials.Read moreRead less
Power scaling of remote plasma sources for gallium nitride film growth with real-time monitoring of activated nitrogen species. Domestic, industrial and community lighting currently accounts for ~20% of the world's overall energy consumption. Commonly used incandescent lights are based on inefficient, century-old technologies. In contrast, light emitting diodes (LEDs) use ~80% less energy and last ~100 times longer. LED deployment will bring substantial economic and environmental benefits for Au ....Power scaling of remote plasma sources for gallium nitride film growth with real-time monitoring of activated nitrogen species. Domestic, industrial and community lighting currently accounts for ~20% of the world's overall energy consumption. Commonly used incandescent lights are based on inefficient, century-old technologies. In contrast, light emitting diodes (LEDs) use ~80% less energy and last ~100 times longer. LED deployment will bring substantial economic and environmental benefits for Australia and globally. Next generation high-efficiency LEDs for lighting, will operate with reduced energy consumption, thus contributing to reaching future national targets for CO2 emission reduction. This project will achieve reduced production cost of a key LED material, and will support Australia's leadership in a growing global semiconductor manufacturing industry.Read moreRead less
An Advanced Numerical Technique for Stability Analysis of Mining Excavations in Jointed/Faulted Rock Masses under High Stresses. The aim of this project is to develop a sophisticated mathematical model and computational technique for the stability analysis of mining excavations in jointed/faulted rock masses. The development involves a novel solution method based on current work in finite element method, boundary element method and large-scale optimisation with partial differential equation cons ....An Advanced Numerical Technique for Stability Analysis of Mining Excavations in Jointed/Faulted Rock Masses under High Stresses. The aim of this project is to develop a sophisticated mathematical model and computational technique for the stability analysis of mining excavations in jointed/faulted rock masses. The development involves a novel solution method based on current work in finite element method, boundary element method and large-scale optimisation with partial differential equation constraints. The work is extremely important to the mining industry in Australia, as the outcomes of the project will provide engineers with an innovative simulation technique to optimise mine design and to predict and control rock failure so as to reduce personnel injuries and death toll in mine sites.Read moreRead less