Stochastic Analysis with a View to Applications in Financial Risk Processes. Recent decades have seen explosive growth in applications of probability theory and statistics to the modelling of risk in finance and insurance. An intensive theoretical investigation into passage time and other problems for Levy and other continuous time processes will be applied to financial risk analyses. Related investigations will involve perpetuities and stochastic volatility models for price series. Outcomes ....Stochastic Analysis with a View to Applications in Financial Risk Processes. Recent decades have seen explosive growth in applications of probability theory and statistics to the modelling of risk in finance and insurance. An intensive theoretical investigation into passage time and other problems for Levy and other continuous time processes will be applied to financial risk analyses. Related investigations will involve perpetuities and stochastic volatility models for price series. Outcomes will include the development of new theory in probability and statistics, the initiation and reinforcement of collaborative ties with major international research figures, and the fostering of contacts with the finance industry.Read moreRead less
Developmental Origins Of Adult Cardiovascular Disease: Vascular Health In The Raine Cohort
Funder
National Health and Medical Research Council
Funding Amount
$1,087,427.00
Summary
The Raine study is a unique long term experiment that has collected extensive pre-birth and childhood data in ~3000 young Australians, who are now 27 years old. We plan to measure the artery health of 1200 of these volunteers and to determine what factors, both before and after birth, influence the presence of early atherosclerosis in humans. This study will guide strategies aimed at early prevention of heart attacks and stroke in humans, by defining the major risk factors.
Optimal Control Computation and Analysis of Switched Systems with State and Control Constraints. DC/DC converters are widely used in power supply systems and hybrid power systems generate cleaner energy. Achieving optimum performance in these applications has high commercial and environmental impacts. New optimal control problems for such practical problems will be formulated and new unified optimization theory and methods for these optimal control problems will be obtained. The outcomes will en ....Optimal Control Computation and Analysis of Switched Systems with State and Control Constraints. DC/DC converters are widely used in power supply systems and hybrid power systems generate cleaner energy. Achieving optimum performance in these applications has high commercial and environmental impacts. New optimal control problems for such practical problems will be formulated and new unified optimization theory and methods for these optimal control problems will be obtained. The outcomes will enhance Australia's reputation in this cutting edge research, and contribute to achieving optimal performance of high commercial and environmental value applications. It will also facilitate international collaboration, and provide an excellent opportunity for research training.Read moreRead less
Do Exposures Before Conception Influence The Risk Of Asthma In Offspring?
Funder
National Health and Medical Research Council
Funding Amount
$688,586.00
Summary
Asthma and poor lung function are major causes of public health issues. Emerging evidence suggests adverse exposures even before the conception of a child may cause these conditions. The proposed project is part of an international study across generations to identify these factors. This study will provide novel evidence to guide interventions and identify studies to advance this area further. These original findings will be of great importance both nationally and internationally.
Investigating imprecision in preferences and its possible consequences for economics and economic choices. When people's preferences are not clear, their choices become variable and susceptible to theoretically irrelevant influences. Examples can be found in surveys of preferences intended to inform public policy in areas such as health, safety and the environment. Understanding the nature of imprecision in people's values and choices is also likely to be crucial for consumers' ability to advan ....Investigating imprecision in preferences and its possible consequences for economics and economic choices. When people's preferences are not clear, their choices become variable and susceptible to theoretically irrelevant influences. Examples can be found in surveys of preferences intended to inform public policy in areas such as health, safety and the environment. Understanding the nature of imprecision in people's values and choices is also likely to be crucial for consumers' ability to advance their interests in our complex, choice-filled society. We plan to draw out some of the implications of our experimental work on preference imprecision for consumer behaviour and existing business practices, including the regulation of fair trading.Read moreRead less
A Study of Stabilisation and Optimal Control Computation of Impulsive Control Systems. Impulsive systems exhibit the phenomenon of jumps occurring at various time points along their trajectories. They arise from many applications, such as determining appropriate levels of drug administration in cancer and diabetes treatment, optimizing investment strategies in capacity expansion, and sustainable optimal forest management. This project will result in fundamental theory on stability and efficient ....A Study of Stabilisation and Optimal Control Computation of Impulsive Control Systems. Impulsive systems exhibit the phenomenon of jumps occurring at various time points along their trajectories. They arise from many applications, such as determining appropriate levels of drug administration in cancer and diabetes treatment, optimizing investment strategies in capacity expansion, and sustainable optimal forest management. This project will result in fundamental theory on stability and efficient computational algorithms and software packages for stabilizing controls and optimal controls of impulsive control problems. The outcomes will enhance Australia's reputation for leading edge research and facilitate opportunity for international collaboration. It will also provide an excellent opportunity for research training.Read moreRead less
Advances in Conformal Field Theory with Extended Symmetry. This project aims to develop novel methods to formulate conformal field theories with extended symmetry that are important in variety of applications ranging from pure mathematics to phenomenology of elementary particles. The project expects to advance our knowledge in the most challenging areas of modern theoretical physics - Quantum Gravity and physics beyond the Standard Model of particle physics. Its expected outcomes will include co ....Advances in Conformal Field Theory with Extended Symmetry. This project aims to develop novel methods to formulate conformal field theories with extended symmetry that are important in variety of applications ranging from pure mathematics to phenomenology of elementary particles. The project expects to advance our knowledge in the most challenging areas of modern theoretical physics - Quantum Gravity and physics beyond the Standard Model of particle physics. Its expected outcomes will include conceptual results of major significance for modern theoretical and mathematical physics, thus placing Australia at the forefront of this research. A rich intellectual environment will be provided for training Australian PhD students by internationally recognised experts.
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Novel Conformal Techniques in Quantum Field Theory, Gravity and Supergravity. Conformal symmetry is the maximal spacetime symmetry in relativistic quantum theory. This project will explore the dynamics of those quantum field theories and matter-coupled gravity theories that possess conformal symmetry and have recently been the focus of enormous interest worldwide. Its scientific outcomes will include a deeper understanding of Wilson loops in Yang-Mills theories, scattering amplitudes in conforma ....Novel Conformal Techniques in Quantum Field Theory, Gravity and Supergravity. Conformal symmetry is the maximal spacetime symmetry in relativistic quantum theory. This project will explore the dynamics of those quantum field theories and matter-coupled gravity theories that possess conformal symmetry and have recently been the focus of enormous interest worldwide. Its scientific outcomes will include a deeper understanding of Wilson loops in Yang-Mills theories, scattering amplitudes in conformal gravity and supergravity as well as other conceptual results of major importance to modern mathematical physics, thus placing Australia at the forefront of this research. A rich intellectual environment will be provided for training of Australian PhD students by internationally recognised experts. Read moreRead less
Conformal Field Theories with Higher Spin Symmetry and Duality Invariance. This project aims to develop novel methods to study conformal field theories with higher spin symmetry and duality invarianvce that are important in variety of applications ranging from cosmology to phenomenology of elementary particles. The project expects to advance our knowledge in one of the most challenging areas of modern theoretical physics - Quantum Gravity and physics beyond the Standard Model of particle physics ....Conformal Field Theories with Higher Spin Symmetry and Duality Invariance. This project aims to develop novel methods to study conformal field theories with higher spin symmetry and duality invarianvce that are important in variety of applications ranging from cosmology to phenomenology of elementary particles. The project expects to advance our knowledge in one of the most challenging areas of modern theoretical physics - Quantum Gravity and physics beyond the Standard Model of particle physics. Its expected outcomes will be new conceptual results of major significance for modern theoretical and mathematical physics, thus placing Australia at the forefront of this research. Benefits will include a rich intellectual environment for training Australian PhD students by internationally recognised experts.
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Advances in HIgher Spin Gauge Theory. This project aims to explore the dynamical and geometrical aspects of higher spin gauge theory that have recently become the focus of enormous interest worldwide. Higher spin gauge theory is a unique generalisation of Einstein’s gravitation theory, which possesses maximal gauge symmetry and is a novel candidate for quantum gravity. Expected project outcomes include a better understanding of higher-spin interaction vertices, correlation functions, and other c ....Advances in HIgher Spin Gauge Theory. This project aims to explore the dynamical and geometrical aspects of higher spin gauge theory that have recently become the focus of enormous interest worldwide. Higher spin gauge theory is a unique generalisation of Einstein’s gravitation theory, which possesses maximal gauge symmetry and is a novel candidate for quantum gravity. Expected project outcomes include a better understanding of higher-spin interaction vertices, correlation functions, and other conceptual results of major importance to mathematical physics.Read moreRead less