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
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
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
Teaching Software Agents to Play. This project is fundamental to computational intelligence and human brain science. Both strongly impact on the community and the nation. They form the backbone of contemporary information science and are key to our National Research Priorities. This research is of great community benefit. Our results will enable everyone to rapidly search, analyse and interpret vast amounts of information that is irretrievable by current methods. They will also enliven interacti ....Teaching Software Agents to Play. This project is fundamental to computational intelligence and human brain science. Both strongly impact on the community and the nation. They form the backbone of contemporary information science and are key to our National Research Priorities. This research is of great community benefit. Our results will enable everyone to rapidly search, analyse and interpret vast amounts of information that is irretrievable by current methods. They will also enliven interactive entertainment by spontaneously creating unique, tailor-made music. In sum, we are making a leap forward in the crucial area of collaborative intelligence.Read moreRead less
DEVELOPING A SMART FIRE RISK ADVISORY SYSTEM USING FIRE MODELLING AND KNOWLEDGE-BASED SYSTEMS TECHNOLOGIES. This project aims to develop a prototype fire risk advisory system for fire prevention and protection. Intelligent knowledge-based systems technologies will be tailored to provide a standardised approach for fire risk analysis by using collective expertise of fire engineers and fire modelling. This project will lead to a significant advancement to the development of intelligent systems tec ....DEVELOPING A SMART FIRE RISK ADVISORY SYSTEM USING FIRE MODELLING AND KNOWLEDGE-BASED SYSTEMS TECHNOLOGIES. This project aims to develop a prototype fire risk advisory system for fire prevention and protection. Intelligent knowledge-based systems technologies will be tailored to provide a standardised approach for fire risk analysis by using collective expertise of fire engineers and fire modelling. This project will lead to a significant advancement to the development of intelligent systems techniques for industrial applications and provide a better fire risk analysis tool for fire protection and preventions with the benefit of reduced risk for buildings.
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Linkage Infrastructure, Equipment And Facilities - Grant ID: LE100100010
Funder
Australian Research Council
Funding Amount
$720,000.00
Summary
A 5-D Correlative Imaging Platform: Combining the strengths of light and electron microscopy. This will be Australia's first dedicated five-dimensional multiphoton-microscopy platform, allowing observation of dynamic structures across different length and time scales under controlled temperatures, followed by high-resolution electron microscopy studies on the same samples. This platform will provide a unique characterisation tool to Australia's top-flight investigators, and so contribute to the ....A 5-D Correlative Imaging Platform: Combining the strengths of light and electron microscopy. This will be Australia's first dedicated five-dimensional multiphoton-microscopy platform, allowing observation of dynamic structures across different length and time scales under controlled temperatures, followed by high-resolution electron microscopy studies on the same samples. This platform will provide a unique characterisation tool to Australia's top-flight investigators, and so contribute to the nation's research priorities. It will enable: fundamental studies of cancer, neural diseases and immune disorders; the development of frontier technologies, such as smart nanomaterials, biosensors and targeted drug delivery; and applied research to help plants and soils adapt to climate variability, and to increase sustainable use of water.Read moreRead less