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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The improvement of climate change investigations by developing and applying innovative evolutionary subset time series modelling using semi-parametric sparse-patterned approaches. With an estimated US$6.98 trillion loss indicated in the Stern review, severe climate change will make world climate conditions harsher and more likely include large natural climate disasters. The health of the Australian economy is critically dependent on decisions of environmental managers. However, most problems of ....The improvement of climate change investigations by developing and applying innovative evolutionary subset time series modelling using semi-parametric sparse-patterned approaches. With an estimated US$6.98 trillion loss indicated in the Stern review, severe climate change will make world climate conditions harsher and more likely include large natural climate disasters. The health of the Australian economy is critically dependent on decisions of environmental managers. However, most problems of complexity arising in climate change involve issues on which we do not possess a deep understanding. This project draws upon a set of inter-disciplinary concepts and models centred in neural networks that enable us to advance our understanding of complexity, leading to superior quantitative tools and models to allow for improved environmental decision-making.
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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
The improvement of investment approaches by developing and applying bootstrap methods to innovative evolutionary kernel-based subset time-series modelling. With over $1 trillion of investors' monies in the hands of fund managers, the importance of efficient investment decisions across all industry sectors is self evident. Even if the modest target of systematically improving decision making by 1 or 2 % is set, the aggregate economic benefit achieved, given the compounding effects will be enormou ....The improvement of investment approaches by developing and applying bootstrap methods to innovative evolutionary kernel-based subset time-series modelling. With over $1 trillion of investors' monies in the hands of fund managers, the importance of efficient investment decisions across all industry sectors is self evident. Even if the modest target of systematically improving decision making by 1 or 2 % is set, the aggregate economic benefit achieved, given the compounding effects will be enormous. Any developed or developing country will profit from such advanced decision-making approaches. Therefore 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 investment and other relevant sectors.Read moreRead less
Ultrafast photonic hammer: A new strategy to synthesise super-dense super-hard nanomaterials. We will develop a new way for laboratory synthesis of new classes of super-hard and super-dense materials at and above the extremely high temperature and density range currently accessible only in nuclear explosions. The ability of ultra-fast laser-induced phase transformations will be exploited aiming to form materials with exotic properties, which are theoretically predicted, but has not experimental ....Ultrafast photonic hammer: A new strategy to synthesise super-dense super-hard nanomaterials. We will develop a new way for laboratory synthesis of new classes of super-hard and super-dense materials at and above the extremely high temperature and density range currently accessible only in nuclear explosions. The ability of ultra-fast laser-induced phase transformations will be exploited aiming to form materials with exotic properties, which are theoretically predicted, but has not experimentally confirmed yet. Our new approach will have a profound interdisciplinary impact. The project will deliver underpinning knowledge, foremost practical expertise, and the prominent training of young researchers to secure Australia's international position among the leaders in the rapidly growing and competitive field of nanotechnology.Read moreRead less
Optoelectronic properties of low-dimensional semiconductor systems and semiconductor nanostructures under terahertz free-electron laser radiation. The recent application of terahertz (THz) free-electron lasers (FELs) to scientific investigation into low-dimensional semiconductor systems and semiconductor nanostructures has opened up a new field of research in semiconductor optoelectronics. This project will conduct a joint experimental and theoretical study of how these novel systems interact w ....Optoelectronic properties of low-dimensional semiconductor systems and semiconductor nanostructures under terahertz free-electron laser radiation. The recent application of terahertz (THz) free-electron lasers (FELs) to scientific investigation into low-dimensional semiconductor systems and semiconductor nanostructures has opened up a new field of research in semiconductor optoelectronics. This project will conduct a joint experimental and theoretical study of how these novel systems interact with intense THz laser fields. Experimentally, we plan to use Beijing FELs in China to study optoelectronic properties in GaAs-and GaN based systems. Theoretically, we intend developing fundamental new approaches to theory of electron interactions with intense laser fields in semiconductors and relating theoretical results to experiments and experimental findings.Read moreRead less
Nanoclusters with Extraordinary Properties Made out of Ordinary Materials. Ultrafast laser deposition - a process pioneered by the Applicants - has already demonstrated record yields in the production of carbon-based nano-clustered materials with better control over the size of the nano-particles than any other process. This project aims to improve fundamental understanding of the ultra-fast laser deposition method of nano-fabrication through theoretical and experimental studies, which accurate ....Nanoclusters with Extraordinary Properties Made out of Ordinary Materials. Ultrafast laser deposition - a process pioneered by the Applicants - has already demonstrated record yields in the production of carbon-based nano-clustered materials with better control over the size of the nano-particles than any other process. This project aims to improve fundamental understanding of the ultra-fast laser deposition method of nano-fabrication through theoretical and experimental studies, which accurately correlate the ablation conditions to the structural, electronic, magnetic and optical properties of resulting nano-particles. The results will be applied to efficiently produce nano-clustered materials with tuneable properties for a wide range of new technologies such as spintronics, biophotonics, and nanoclinics.Read moreRead less
Linkage Infrastructure, Equipment And Facilities - Grant ID: LE0453320
Funder
Australian Research Council
Funding Amount
$347,886.00
Summary
Advanced Spectroscopy for Nano-characterisation of Materials Chemistry and Properties. This application proposes to establish a cutting-edge spectroscopic facility which includes; electron energy-loss spectroscopy (EELS), energy-dispersive X-ray spectroscopy (EDS), cathodoluminescence (CL), photoluminescence (PL) and micro-Raman spectroscopy. Each of the spectrometers to be installed has significantly higher sensitivity and resolution than any other facility available in Australia and is capable ....Advanced Spectroscopy for Nano-characterisation of Materials Chemistry and Properties. This application proposes to establish a cutting-edge spectroscopic facility which includes; electron energy-loss spectroscopy (EELS), energy-dispersive X-ray spectroscopy (EDS), cathodoluminescence (CL), photoluminescence (PL) and micro-Raman spectroscopy. Each of the spectrometers to be installed has significantly higher sensitivity and resolution than any other facility available in Australia and is capable of full spectrum imaging. This new spectroscopic infrastructure will enable the knowledge-based development of new materials by allowing complete characterisation of structure-composition-property relationships at the nanometre level.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
Ordered Semiconductor Nanostructures for Electronics and Photonics Applications. This research program aims to develop innovative concepts and technologies to manipulate atoms to control size, shape and position of nanostructures in order to control their electronic and optical properties. The research program will produce important innovations and advance Australian knowledge in electronics, photonics, communications and computer technologies. This research will allow Australia to become a si ....Ordered Semiconductor Nanostructures for Electronics and Photonics Applications. This research program aims to develop innovative concepts and technologies to manipulate atoms to control size, shape and position of nanostructures in order to control their electronic and optical properties. The research program will produce important innovations and advance Australian knowledge in electronics, photonics, communications and computer technologies. This research will allow Australia to become a significant player in nanotechnology and has the potential for the development of patentable technologies of immense interest for high technology industries.Read moreRead less