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
Discovery Early Career Researcher Award - Grant ID: DE120102388
Funder
Australian Research Council
Funding Amount
$375,000.00
Summary
From Bayesian filtering to smoothing and prediction for multiple object systems. This project will develop new and improved algorithms for tracking multiple targets, such as tanks, submarines or planes, using the state of the art in mathematical and computational design. These will enable more efficient and accurate technologies for defence related applications including intelligence, surveillance and reconnaissance.
Parameter estimation for multi-object systems. Parameter estimation in multi-object system is essential to the application of multi-object filtering to a wider range of practical problems with social and commercial benefits. This project develops the necessary parameter estimation techniques for complete 'plug-and-play' multi-object filtering solutions that facilitates widespread applications.
Improving risk management based on short-term stochastic forecast for financial decisions. The project targets the problems of strategy selection in the framework of mathematical finance. The aim is to find ways to reduce the impact of forecast errors in the presence of uncertainty. Related forecasting algorithms and solutions of optimization problems will be obtained.
Crowd tracking and visual analytics for rapidly deployable imaging devices. Crowd tracking and visual analytics for rapidly deployable imaging devices. This project aims to develop visual analytics technology that adds machine intelligence to a rapidly deployable time-lapse imaging platform. Such devices can operate on solar and wind power, and be remotely programmed (via a cellular network) to take photos and send them to a server at given times. This project, which focuses on monitoring crowds ....Crowd tracking and visual analytics for rapidly deployable imaging devices. Crowd tracking and visual analytics for rapidly deployable imaging devices. This project aims to develop visual analytics technology that adds machine intelligence to a rapidly deployable time-lapse imaging platform. Such devices can operate on solar and wind power, and be remotely programmed (via a cellular network) to take photos and send them to a server at given times. This project, which focuses on monitoring crowds of objects of interest, is expected to introduce “smart” imaging platforms that could be triggered and shoot high-quality photographs when “events of interest” occur. This project could make Australia both a world leader in video analytics and secure through on-line threat detection, and improve traffic control and agriculture.Read moreRead less
Multi-object Estimation for Live-Cell Microscopy. The objective of this project is to develop new tools for the inference of biological information from live-cell data to facilitate analysis of experiments and speed up discovery in cell biology. The new tools would provide reliable, consistent inference requiring no manual intervention and able to process large volumes of data in a timely manner. This would equip biologists with a vehicle that could move them closer to the goal of understanding ....Multi-object Estimation for Live-Cell Microscopy. The objective of this project is to develop new tools for the inference of biological information from live-cell data to facilitate analysis of experiments and speed up discovery in cell biology. The new tools would provide reliable, consistent inference requiring no manual intervention and able to process large volumes of data in a timely manner. This would equip biologists with a vehicle that could move them closer to the goal of understanding the mechanism behind biological processes.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.