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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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
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
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
Simulating the evolution of the Southern Ocean and Australia's Palaeo-environment over 40 million years. Our project falls in the first national research priority: an environmentally sustainable Australia and meets two of its primary goals, understanding environmental change and the evolution of biodiversity, and responding to climate change and variability. Our models will represent a major step forward in differentiating between natural processes and anthropological input to present global cli ....Simulating the evolution of the Southern Ocean and Australia's Palaeo-environment over 40 million years. Our project falls in the first national research priority: an environmentally sustainable Australia and meets two of its primary goals, understanding environmental change and the evolution of biodiversity, and responding to climate change and variability. Our models will represent a major step forward in differentiating between natural processes and anthropological input to present global climate change and will address quantitatively how Australia changed from a continent rich in freshwater to the driest inhabited continent throughout the last 40 million years.Read moreRead less
Market Model of Implied Volatility. The outcomes of the project will constitute a new methodology with a wide range of tools to handle the market uncertainties with practical applications in the finance industry. Consequently, the benefits of this project to the nation include enhancing its scientific standing in the international community, the training of Australian researchers in forefront methods of modelling of complex stochastic systems and the benefits resulting from its commercially rele ....Market Model of Implied Volatility. The outcomes of the project will constitute a new methodology with a wide range of tools to handle the market uncertainties with practical applications in the finance industry. Consequently, the benefits of this project to the nation include enhancing its scientific standing in the international community, the training of Australian researchers in forefront methods of modelling of complex stochastic systems and the benefits resulting from its commercially relevant elements. Read moreRead less
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
Management of Complex Assets Using Smart Information Systems. The aim is to develop an integrative framework and a smart system for holistic asset management in order to manage and optimise asset decisions vis-a-vis shifts in customer and market needs. It will develop an advanced conceptual framework, a dedicated smart system that is capable of handling uncertainty often associated with decision making in large complex operations. The benefits of this research are: a more competitive indusry wit ....Management of Complex Assets Using Smart Information Systems. The aim is to develop an integrative framework and a smart system for holistic asset management in order to manage and optimise asset decisions vis-a-vis shifts in customer and market needs. It will develop an advanced conceptual framework, a dedicated smart system that is capable of handling uncertainty often associated with decision making in large complex operations. The benefits of this research are: a more competitive indusry with focus on markets; a smart system to demonstrate business-based decision making and generally a much more sophisticated approach to asset management.Read moreRead less
Physics of High Power Pulsed Plasmas for Materials Synthesis. The new science produced will have a direct benefit on the synthesis of a new generation of materials for many applications, such as transparent conductive oxides, multilayer structures, and heat mirror materials for glazings. Many of these materials will help reduce energy consumption in the built environment and hence Australia's emission of greenhouse gases. Furthermore, it will help to develop environmentally clean production met ....Physics of High Power Pulsed Plasmas for Materials Synthesis. The new science produced will have a direct benefit on the synthesis of a new generation of materials for many applications, such as transparent conductive oxides, multilayer structures, and heat mirror materials for glazings. Many of these materials will help reduce energy consumption in the built environment and hence Australia's emission of greenhouse gases. Furthermore, it will help to develop environmentally clean production methods for many existing as well as new applications by replacing liquid based production techniques such as electroplating which generate toxic liquid wastes. Read moreRead less
ARC Centre for Complex Systems. The Australian Centre for Complex Systems brings together leading researchers from several disciplines and institutions to conduct research on questions fundamental to understanding and managing complex systems. Its core research program, based on the theme of computation in and by networks of agents, has two interwoven strands. The science strand addresses questions about emergent properties, natural computation, and nonlinear dynamics. The engineering strand add ....ARC Centre for Complex Systems. The Australian Centre for Complex Systems brings together leading researchers from several disciplines and institutions to conduct research on questions fundamental to understanding and managing complex systems. Its core research program, based on the theme of computation in and by networks of agents, has two interwoven strands. The science strand addresses questions about emergent properties, natural computation, and nonlinear dynamics. The engineering strand addresses issues about methodology, modelling toolkits, and management and control. Practical applications are advanced via collaborative projects that address key issues in biology, environment, and socio-economics.Read moreRead less