Robust Optimal Asset Liability Management via Stochastic Control Theory. The Australian federal and state governments are strongly exposed to the Australian and international investment markets, either directly or through entities such as the Future Fund, state-owned insurers and superannuation schemes. Additionally, the investment pool represented by individual Australian's superannuation savings managed by non-government organisations is significant. Robust and effective management of these ....Robust Optimal Asset Liability Management via Stochastic Control Theory. The Australian federal and state governments are strongly exposed to the Australian and international investment markets, either directly or through entities such as the Future Fund, state-owned insurers and superannuation schemes. Additionally, the investment pool represented by individual Australian's superannuation savings managed by non-government organisations is significant. Robust and effective management of these assets in order to meet future liabilities of these funds are essential to a stable Australian economy. This research has the potential to be a key component of reliable investment management, helping make Australia an important investment hub.Read moreRead less
Understanding cycles in mineral commodity price, a market model with uncertainty. Mining accounts for more than 8% of Australia's GDP, and almost 50% of Australia's total merchandise exports. Understanding phenomenological mechanisms for price fluctuations and using our dynamic price model can help determine better timing of investments in mining infrastructure. This knowledge will help Australia benefit from the upside of commodity 'cycles', super or not. The market model that will be develope ....Understanding cycles in mineral commodity price, a market model with uncertainty. Mining accounts for more than 8% of Australia's GDP, and almost 50% of Australia's total merchandise exports. Understanding phenomenological mechanisms for price fluctuations and using our dynamic price model can help determine better timing of investments in mining infrastructure. This knowledge will help Australia benefit from the upside of commodity 'cycles', super or not. The market model that will be developed in this project can be used to assist in better planning for commodity cycle upside, improving the overall efficiency of capital utilisation in the long term.Read moreRead less
Web Services Reputation Management. This project directly supports the National Research Priority 4: Safeguarding Australia. More specifically, it aims at creating mechanisms that will make it more difficult to use the Internet as a platform for launching attacks against the business processes of Australian organisations that provide and consume Web services. At the same time this will stimulate the establishment of high quality WS markets. As direct social benefit of this research, Australian o ....Web Services Reputation Management. This project directly supports the National Research Priority 4: Safeguarding Australia. More specifically, it aims at creating mechanisms that will make it more difficult to use the Internet as a platform for launching attacks against the business processes of Australian organisations that provide and consume Web services. At the same time this will stimulate the establishment of high quality WS markets. As direct social benefit of this research, Australian organisations will be able to integrate the best quality Web services as part of their business processes, and thereby avoid being negatively impacted by low quality and deceptive Web services. Read moreRead less