The estimation of genotype-phenotype relationships from family data and of animal abundance from capture-recapture data with frequent capture occasions: A semiparametric approach. Semiparametric statistical methods allow researchers to only model those features of their data that are of interest, but still allow standard statistical inferences to be made about these features. The aim here is to develop non standard applications of semiparametric statistical methods in the estimation of genotype ....The estimation of genotype-phenotype relationships from family data and of animal abundance from capture-recapture data with frequent capture occasions: A semiparametric approach. Semiparametric statistical methods allow researchers to only model those features of their data that are of interest, but still allow standard statistical inferences to be made about these features. The aim here is to develop non standard applications of semiparametric statistical methods in the estimation of genotype-phenotype relationships from family data and the estimation of animal abundance from capture-recapture data. The methods will be applied to real data and their theoretical properties developed. The practical significance of the project is the flexible new statistical methods that will become available to researchers. The theoretical significance will be the insights into semiparametric methods gained by developing these nonstandard applications. The expected outcomes are the new statistical procedures and the resulting theoretical insights into semiparametric statistics.Read moreRead less
Stein's method for probability approximation. Data of counts in time, such as incoming calls in telecommunications and the clusters of palindromes in a family of herpes-virus genomes, arise in an extraordinarily diverse range of fields from science to business. These problems can be modelled by sums of random variables taking values 0 and 1 in probability theory, thus permitting approximate calculations which are often good enough in practice. This project will obtain such approximate solutions ....Stein's method for probability approximation. Data of counts in time, such as incoming calls in telecommunications and the clusters of palindromes in a family of herpes-virus genomes, arise in an extraordinarily diverse range of fields from science to business. These problems can be modelled by sums of random variables taking values 0 and 1 in probability theory, thus permitting approximate calculations which are often good enough in practice. This project will obtain such approximate solutions and estimate the errors involved. Applications include analysis of data in insurance, finance, flood prediction in hydrology.Read moreRead less
Multifractal models in finance via the crossing tree. High level mathematical modelling is an established part of the modern finance industry, in particular the Black-Scholes option pricing formula is now an indispensable financial tool.
To remain competitive the Australian financial sector needs to keep up with developments in mathematical finance, which is only possible if the Australian academic community remains active in the field.
The work on multifractal modelling proposed here is innov ....Multifractal models in finance via the crossing tree. High level mathematical modelling is an established part of the modern finance industry, in particular the Black-Scholes option pricing formula is now an indispensable financial tool.
To remain competitive the Australian financial sector needs to keep up with developments in mathematical finance, which is only possible if the Australian academic community remains active in the field.
The work on multifractal modelling proposed here is innovative both in its theoretical aspects and its applied methodology, and will ensure that Australian research remains at the cutting edge of this highly competitive and fast moving field.Read moreRead less
Theory and Applications of Computer-Intensive Statistical Methods. The availability of powerful computing equipment has had a dramatic impact on statistical methods and thinking. It has motivated development of novel approaches to data analysis, whose conception
and appreciation, even their application, often demand sophisticated and complex theoretical methods. In this context, the project will develop new approaches to solving non-standard statistical problems. These techniques will eithe ....Theory and Applications of Computer-Intensive Statistical Methods. The availability of powerful computing equipment has had a dramatic impact on statistical methods and thinking. It has motivated development of novel approaches to data analysis, whose conception
and appreciation, even their application, often demand sophisticated and complex theoretical methods. In this context, the project will develop new approaches to solving non-standard statistical problems. These techniques will either have direct application to solving practical problems of national or community concern, or provide a better understanding of the nature of such problems.Read moreRead less
Theory and application of computer-intensive, nonparametric statistical methods. The availability of increasingly powerful computing equipment continues to have a dramatic impact on statistical methods and thinking. These developments, combined with new technologies for generating data, are driving substantial changes in statistics, ranging from the types of problems being solved to the sorts of methods used to solve them. Both the problems and their solutions are of substantial national and c ....Theory and application of computer-intensive, nonparametric statistical methods. The availability of increasingly powerful computing equipment continues to have a dramatic impact on statistical methods and thinking. These developments, combined with new technologies for generating data, are driving substantial changes in statistics, ranging from the types of problems being solved to the sorts of methods used to solve them. Both the problems and their solutions are of substantial national and community benefit. They will be the subject of high-level research supported by this proposal. Read moreRead less
Nonparametric Statistical Methods -- New Directions, Theory and Applications. The research program will take Australia to the forefront of contemporary work in nonparametric statistics, and assist greatly in the training of a new generation of Australian statistical scientists. It will contribute significantly to restoring the health of this strategically important field, in Australian universities and in the nation more generally. The projects outlined in the proposal address problems arising ....Nonparametric Statistical Methods -- New Directions, Theory and Applications. The research program will take Australia to the forefront of contemporary work in nonparametric statistics, and assist greatly in the training of a new generation of Australian statistical scientists. It will contribute significantly to restoring the health of this strategically important field, in Australian universities and in the nation more generally. The projects outlined in the proposal address problems arising in astronomy, economics, engineering, defence, health and image analysis, but the potential areas of impact are broader even than this. This diversity illustrates the extraordinary potential, and strategic significance, of statistics to Australia. Read moreRead less
Centre for Mathematical and Statistical Modelling of Complex Systems. This Centre, formed by a group of high-profile researchers, brings expertise from linked but hitherto disparate areas together. It will place Australia at the forefront of research into complex systems.
The mission of the Centre is to stimulate research in mathematical and statistical modelling of complex systems and to encourage cross-fertilisation of ideas and techniques. The specific objectives are
- to formulate and ana ....Centre for Mathematical and Statistical Modelling of Complex Systems. This Centre, formed by a group of high-profile researchers, brings expertise from linked but hitherto disparate areas together. It will place Australia at the forefront of research into complex systems.
The mission of the Centre is to stimulate research in mathematical and statistical modelling of complex systems and to encourage cross-fertilisation of ideas and techniques. The specific objectives are
- to formulate and analyse mathematical and statistical models for natural and artificial complex systems,
- to use these models to develop an understanding of the behaviour of these systems
- to incorporate this understanding into strategies for management and control.Read moreRead less
Statistical Analysis of Some Partially Observed Processes Arising in Ecological Research. The expected outcomes of this project are the provision of statistical methods to draw important information from samples from wild animal populations and the training of researchers to conduct high quality statistical ecological research. The national benefit lies on the availability of the developed techniques and researchers from this project to the society for finding better ways of managing Australia's ....Statistical Analysis of Some Partially Observed Processes Arising in Ecological Research. The expected outcomes of this project are the provision of statistical methods to draw important information from samples from wild animal populations and the training of researchers to conduct high quality statistical ecological research. The national benefit lies on the availability of the developed techniques and researchers from this project to the society for finding better ways of managing Australia's ecological systems and making Australia environmentally sustainable.Read moreRead less
New Approaches to Modelling Operational Risk in the Light of the Basel II Accord. The outcome of this project will be useful for Australian banks, because they will be required by the Basel II Accord to calculate capital to be held against operational risk. The benefits will accrue to Australian banks as the results should help them understand the effects of operational risk and how to manage it more effectively. The benefits will also accrue to the Australian Prudential Regulatory Authority, by ....New Approaches to Modelling Operational Risk in the Light of the Basel II Accord. The outcome of this project will be useful for Australian banks, because they will be required by the Basel II Accord to calculate capital to be held against operational risk. The benefits will accrue to Australian banks as the results should help them understand the effects of operational risk and how to manage it more effectively. The benefits will also accrue to the Australian Prudential Regulatory Authority, by providing some guidelines on the implementation of the Accord. The outcome of this project, which quantifies the risks due to crime and terrorism, will be useful for the Australian community at large.Read moreRead less
Special Research Initiatives - Grant ID: SR0354895
Funder
Australian Research Council
Funding Amount
$40,000.00
Summary
Financial Integrity Research Network (FIRN). FIRN will be directed towards innovation in the integrity and efficiency of Australia's financial system. To address pressing problems and threats associated with this key component of Australia's infrastructure, FIRN will bring together a multi-disciplinary network featuring internationally renowned academics in a unique collaborative research effort which will cross conventional disciplinary boundaries including financial economics, applied statist ....Financial Integrity Research Network (FIRN). FIRN will be directed towards innovation in the integrity and efficiency of Australia's financial system. To address pressing problems and threats associated with this key component of Australia's infrastructure, FIRN will bring together a multi-disciplinary network featuring internationally renowned academics in a unique collaborative research effort which will cross conventional disciplinary boundaries including financial economics, applied statistics, actuarial science, financial mathematics, market micro-structure, accounting and information systems. FIRN will be supported by SIRCA's world-class financial research infrastructure and industry network. It will deliver a range of innovative research, educational, professional development and applied outcomes.Read moreRead less