Entropic Analysis of Financial Risk and Uncertainty. The recent financial crisis has shown that the financial markets are not as stable as expected, and are at risk from a lack of knowledge about new financial products and their risks. This research provides a framework to better measure and forecast financial risks by applying a set of techniques known collectively as entropic analysis as a novel way to measure the amount of information that can be extracted from historical data. The research w ....Entropic Analysis of Financial Risk and Uncertainty. The recent financial crisis has shown that the financial markets are not as stable as expected, and are at risk from a lack of knowledge about new financial products and their risks. This research provides a framework to better measure and forecast financial risks by applying a set of techniques known collectively as entropic analysis as a novel way to measure the amount of information that can be extracted from historical data. The research will facilitate the design of policies and regulations by regulatory authorities that need to evaluate new financial products, their associated risks and their impacts on the financial markets.Read moreRead less
Seasonal adjustment using disaggregated short time span data. Seasonally adjusted economic and social times series are vital information used by governments and businesses in decision making. This project will develop statistical methods to estimate and remove seasonal factors from economic and social time series using finely disaggregated data for a relatively small number of time periods. This will enable better and quicker estimation of seasonal factors when new series are introduced or there ....Seasonal adjustment using disaggregated short time span data. Seasonally adjusted economic and social times series are vital information used by governments and businesses in decision making. This project will develop statistical methods to estimate and remove seasonal factors from economic and social time series using finely disaggregated data for a relatively small number of time periods. This will enable better and quicker estimation of seasonal factors when new series are introduced or there a major changes to existing series, improving the analysis of such series and the decisions based on them.Read moreRead less
Novel Statistical Methods For Genetic Epidemiology
Funder
National Health and Medical Research Council
Funding Amount
$481,505.00
Summary
We are in the midst of a genomics revolution that is transforming epidemiology, medicine and drug discovery. However, the scarcity of sophisticated statistical techniques to deal with the complicated problems inherent in genetic investigations of complex diseases is currently the critical factor limiting the success of human gene discovery programs. Statistical genetic methodology is currently one of the fastest developing areas of epidemiology. In information-intensive' areas such as genetic ep ....We are in the midst of a genomics revolution that is transforming epidemiology, medicine and drug discovery. However, the scarcity of sophisticated statistical techniques to deal with the complicated problems inherent in genetic investigations of complex diseases is currently the critical factor limiting the success of human gene discovery programs. Statistical genetic methodology is currently one of the fastest developing areas of epidemiology. In information-intensive' areas such as genetic epidemiology, genomics, and proteomics, there is a high demand for data analysis and statistical skills. WA has some world class expertise in statistical science, both in academia and in industry. However, this expertise has not yet been applied in a system way to genetic data analysis. We propose to undertake advanced methodological research in statistical genetics and bioinformatics, to produce easy-to-use and accessible software tools and resources that allow methodological advances to be accessed by the Australian research community, and to apply our new methods and tools both to specific disease research and to the developing human genome epidemiology (HuGE) enterprise in WA. These new initiatives in methodological research will draw together a number of currently separate research strands and will provide new tools and resources that will allow applied Australian programs to improve the efficiency of their research into the causes of important. Methodological development in both bioinformatics and statistical genetics are recognized international areas of need.Read moreRead less
Statistical methodology for events on a network, with application to road safety. This project develops new methods to analyse road traffic accident rates, aiming to identify accident black spots and to develop an evidence base for future road design and road safety management. These methods can be applied to other types of events on a network of roads, railways, rivers, electrical wires, communication networks or airline routes.