Modelling stock market liquidity in Australia and the Asia Pacific Region. This project will develop new methods of assessing stock market liquidity in Australia and the Asia-Pacific region. These methods will use high frequency transactions-based data provided by the industry partner, SIRCA. The data will be the basis of smart information real time algorithms for measuring market liquidity. They will incorporate generalizations and extensions of recent developments in time series econometrics, ....Modelling stock market liquidity in Australia and the Asia Pacific Region. This project will develop new methods of assessing stock market liquidity in Australia and the Asia-Pacific region. These methods will use high frequency transactions-based data provided by the industry partner, SIRCA. The data will be the basis of smart information real time algorithms for measuring market liquidity. They will incorporate generalizations and extensions of recent developments in time series econometrics, and will be calibrated and evaluated statistically. The novel methods will be crucial to market participants and to regulators, who will be able to apply them to assess market depth and liquidity, and reduce trading costs substantially.Read moreRead less
Forecasting Risk Thresholds for Portfolio Management and Regulation. The project will develop new models and methods for dynamic risk modelling, assessment of portfolio risk, and forecasting of portfolio risk thresholds. These novel methods will have extensive applications across investment portfolios for banks and financial institutions globally. The techniques will feature a dynamic updating of risk estimates, and more accurate forecasting of portfolio risk, the correlations of portfolio asset ....Forecasting Risk Thresholds for Portfolio Management and Regulation. The project will develop new models and methods for dynamic risk modelling, assessment of portfolio risk, and forecasting of portfolio risk thresholds. These novel methods will have extensive applications across investment portfolios for banks and financial institutions globally. The techniques will feature a dynamic updating of risk estimates, and more accurate forecasting of portfolio risk, the correlations of portfolio asset classes, and Value at Risk (VaR) thresholds. The innovative methods and models will permit both financial institutions and regulatory authorities to model VaR thresholds more accurately, and enable investment managers to regulate and benchmark their portfolios more effectively against international best practice.
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Seasonal adjustment using disaggregated short time span data. Seasonally adjusted economic and social times series are vital information used by governments and businesses in decision making. This project will develop statistical methods to estimate and remove seasonal factors from economic and social time series using finely disaggregated data for a relatively small number of time periods. This will enable better and quicker estimation of seasonal factors when new series are introduced or there ....Seasonal adjustment using disaggregated short time span data. Seasonally adjusted economic and social times series are vital information used by governments and businesses in decision making. This project will develop statistical methods to estimate and remove seasonal factors from economic and social time series using finely disaggregated data for a relatively small number of time periods. This will enable better and quicker estimation of seasonal factors when new series are introduced or there a major changes to existing series, improving the analysis of such series and the decisions based on them.Read moreRead less
Infill Developments: Project HOME (Housing Outcomes Metrics and Evaluation). The project plans to improve housing outcomes by evaluating housing design in the rapidly growing infill multi-residential sector, which often experiences design quality problems. Set across four global cities, the project aims to use a unique combination of design and social science methods to analyse good design and how this is produced and experienced. It is expected that this will deliver greater definition of and e ....Infill Developments: Project HOME (Housing Outcomes Metrics and Evaluation). The project plans to improve housing outcomes by evaluating housing design in the rapidly growing infill multi-residential sector, which often experiences design quality problems. Set across four global cities, the project aims to use a unique combination of design and social science methods to analyse good design and how this is produced and experienced. It is expected that this will deliver greater definition of and evidence for ‘good’ design as experienced through the real lives of Australian households. Outcomes should include robust design evaluation methods and transition strategies for cities, allowing city decision-makers to improve housing design for many people in Australian cities.Read moreRead less
An Advanced Numerical Technique for Stability Analysis of Mining Excavations in Jointed/Faulted Rock Masses under High Stresses. The aim of this project is to develop a sophisticated mathematical model and computational technique for the stability analysis of mining excavations in jointed/faulted rock masses. The development involves a novel solution method based on current work in finite element method, boundary element method and large-scale optimisation with partial differential equation cons ....An Advanced Numerical Technique for Stability Analysis of Mining Excavations in Jointed/Faulted Rock Masses under High Stresses. The aim of this project is to develop a sophisticated mathematical model and computational technique for the stability analysis of mining excavations in jointed/faulted rock masses. The development involves a novel solution method based on current work in finite element method, boundary element method and large-scale optimisation with partial differential equation constraints. The work is extremely important to the mining industry in Australia, as the outcomes of the project will provide engineers with an innovative simulation technique to optimise mine design and to predict and control rock failure so as to reduce personnel injuries and death toll in mine sites.Read moreRead less
Computational methods in atomic collision theory. We will develop computational methods for solving interactions between particles on the atomic scale. Computational problems, of particular interest to the industry partner, are the treatment of large-scale ill-conditioned linear systems, and the extension of the Gaussian molecular structure package to collision physics. We have been world-leaders in the field of atomic collision theory for almost a decade, and now, utilising the latest software ....Computational methods in atomic collision theory. We will develop computational methods for solving interactions between particles on the atomic scale. Computational problems, of particular interest to the industry partner, are the treatment of large-scale ill-conditioned linear systems, and the extension of the Gaussian molecular structure package to collision physics. We have been world-leaders in the field of atomic collision theory for almost a decade, and now, utilising the latest software and hardware, will have the capacity to extend the numerical techniques to a vast range of collision systems of interest to science and industry, where visualisation and sheer computer power will play a major role in both
code development and production runs.Read moreRead less
A Robust Optimization Technique for Identifying Geomechanical Parameters Using In-situ Measurements. The aim of this project is to develop a robust optimisation technique for identifying geomechanical parameters for subsequent stability analysis of rock structures in particular open pits. The development involves a novel solution method based on current work in finite element method and large-scale optimisation with partial differential equation constraints. The outcomes of the project will prov ....A Robust Optimization Technique for Identifying Geomechanical Parameters Using In-situ Measurements. The aim of this project is to develop a robust optimisation technique for identifying geomechanical parameters for subsequent stability analysis of rock structures in particular open pits. The development involves a novel solution method based on current work in finite element method and large-scale optimisation with partial differential equation constraints. The outcomes of the project will provide a sophisticated numerical technique for geotechnical engineers/scientists to determine geomechanical parameters accurately from in-situ observation and displacement measurements, leading to the optimal design of rock structures in subsequent analysis.Read moreRead less
Collision Avoidance in Shipping Lanes via Intelligent Sensor Data Fusion . This project aims to develop an online maritime traffic monitoring system for reliable collision/contact avoidance that exploits complementary data from high-resolution airborne sensors and surface vessel sensors. Our approach is based on optimal scheduling and fusion of the sensor data and possibly other sources of data to construct a comprehensive dynamic picture of maritime traffic, in real-time. Moreover, the proposed ....Collision Avoidance in Shipping Lanes via Intelligent Sensor Data Fusion . This project aims to develop an online maritime traffic monitoring system for reliable collision/contact avoidance that exploits complementary data from high-resolution airborne sensors and surface vessel sensors. Our approach is based on optimal scheduling and fusion of the sensor data and possibly other sources of data to construct a comprehensive dynamic picture of maritime traffic, in real-time. Moreover, the proposed methodology enables quantification of confidence in the predictions. This will provide ship owners, directly to their vessels and/or at the fleet management centres, information such as weather reports, reliable collision/no-collision warnings and avoidance strategies, on-the-fly. Read moreRead less
Evolution of Proterozoic multistage rift basins – key to mineral systems. This project will deliver a new quantitative and integrated exploratory framework for the mineral industry in Australia’s frontier sedimentary basins by integrating the latest advances in laboratory experimental tectonics with thermo-mechanical numerical, surface process and geophysical modelling. The project will use northern Australian basins as a natural laboratory to address the fundamental processes involved in the de ....Evolution of Proterozoic multistage rift basins – key to mineral systems. This project will deliver a new quantitative and integrated exploratory framework for the mineral industry in Australia’s frontier sedimentary basins by integrating the latest advances in laboratory experimental tectonics with thermo-mechanical numerical, surface process and geophysical modelling. The project will use northern Australian basins as a natural laboratory to address the fundamental processes involved in the development of sedimentary ore systems. The project will investigate how they can be detected by modern exploration techniques using a multidisciplinary approach with a team of experts with backgrounds in mineral and petroleum systems. Read moreRead less
Protecting while they prosper? Organisational responses to whistleblowing. This project aims to examine the adequacy of organisational responses to whistleblowing (employee reporting of wrongdoing). So far, research into public-interest whistleblowing has revealed much about the incidence, significance and experience of whistleblowers. This project now extends the research to the other side of the issue — the organisations. By comparing employee and managerial experience in multiple public and p ....Protecting while they prosper? Organisational responses to whistleblowing. This project aims to examine the adequacy of organisational responses to whistleblowing (employee reporting of wrongdoing). So far, research into public-interest whistleblowing has revealed much about the incidence, significance and experience of whistleblowers. This project now extends the research to the other side of the issue — the organisations. By comparing employee and managerial experience in multiple public and private sector organisations in Australia and New Zealand, the project intends to identify the factors that influence good and bad responses across a range of institutions; provide a clearer basis for reform of policies, procedures and law; and set benchmarks for comparative research worldwide.Read moreRead less