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
A Multi-setting Intervention To Reduce Sedentary Behaviour, Promote Physical Activity And Improve Childrens Health
Funder
National Health and Medical Research Council
Funding Amount
$860,343.00
Summary
Sedentary behaviours and physical inactivity play a major role in the rising prevalence of obesity among children in Australia. This intervention study will take place in the school and family settings which play a critical role in shaping children's health behaviours. The objective is to determine whether a 2-year behavioural intervention reduces sedentary behaviour and promotes physical activity and results in improved health among 8-9 year old children.