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.
Read moreRead less
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
Atomistic Mechanisms of Stress Relaxation in Amorphous Materials. Amorphous materials represent a major thrust in the search for new materials. Metallic glasses have very high strength and can be cast to much finer tolerances than regular (polycrystalline) metals. Ceramic glasses are finding increasing applications in data storage, photoelectronics and fibre optics. The greatest obstacle to the application of amorphous solids is their brittleness. The goal of this project is to use accurate comp ....Atomistic Mechanisms of Stress Relaxation in Amorphous Materials. Amorphous materials represent a major thrust in the search for new materials. Metallic glasses have very high strength and can be cast to much finer tolerances than regular (polycrystalline) metals. Ceramic glasses are finding increasing applications in data storage, photoelectronics and fibre optics. The greatest obstacle to the application of amorphous solids is their brittleness. The goal of this project is to use accurate computer simulations to provide detailed pictures of how atomic motions relax stress in very different types of glasses and, through this insight, explore ways of modifying the mechanical properties of these materials.Read moreRead less
Fluctuation Effects in Non-Crystallising Liquids. Understanding the behaviour of liquids colder than their freezing temperature is important in areas as diverse as metal alloy preparation, prevention of cell damage in plants and animals at low temperatures, extending the working temperature range of new high voltage automotive batteries and controlling drug delivery in pharmaceuticals. Advances in these areas would represent important new manufacturing opportunities in industries already establi ....Fluctuation Effects in Non-Crystallising Liquids. Understanding the behaviour of liquids colder than their freezing temperature is important in areas as diverse as metal alloy preparation, prevention of cell damage in plants and animals at low temperatures, extending the working temperature range of new high voltage automotive batteries and controlling drug delivery in pharmaceuticals. Advances in these areas would represent important new manufacturing opportunities in industries already established in Australia. In this project the fundamental physical chemistry of supercooled liquids is developed and applied to a number of these technological challenges.Read moreRead less
Linkage Infrastructure, Equipment And Facilities - Grant ID: LE0775598
Funder
Australian Research Council
Funding Amount
$1,000,000.00
Summary
High-Resolution Transmission Electron Tomographic Facility for Nanoanalytical Characterisation in the Life and Material Sciences. The requested instrument will allow researchers in New South Wales to (i) visualize biological and physical samples in three-dimensions by electron tomography and modeling and (ii) image samples in a near-natural state and at high-resolution by cryogenic techniques. This essential research platform will provide novel information that faithfully presents both the surfa ....High-Resolution Transmission Electron Tomographic Facility for Nanoanalytical Characterisation in the Life and Material Sciences. The requested instrument will allow researchers in New South Wales to (i) visualize biological and physical samples in three-dimensions by electron tomography and modeling and (ii) image samples in a near-natural state and at high-resolution by cryogenic techniques. This essential research platform will provide novel information that faithfully presents both the surface and internal structure of samples down to the nanometre scale, enabling structural research to the highest scientific standards. The resulting knowledge is essential to diverse areas that range from development of cures to diabetes and cancer to creation of environmentally-friendly industrial catalysts to design of new nanoparticles and biosensors.Read moreRead less
Rare isotopes as tracers of prosthesis debris. The incidence of knee replacement surgery in Australia is 30,000 per year. Limited by wear debris, the lifespan of knee implants is only 10-15 years and can be much shorter. Due to increasing life expectancy, many patients need several surgical procedures. As a multi-disciplinary team of materials-, isotope-tracing- and medical-experts, we aim to understand and monitor wear debris in prostheses. Knee replacement surgery alone imposes a high burden o ....Rare isotopes as tracers of prosthesis debris. The incidence of knee replacement surgery in Australia is 30,000 per year. Limited by wear debris, the lifespan of knee implants is only 10-15 years and can be much shorter. Due to increasing life expectancy, many patients need several surgical procedures. As a multi-disciplinary team of materials-, isotope-tracing- and medical-experts, we aim to understand and monitor wear debris in prostheses. Knee replacement surgery alone imposes a high burden of annually half a billion dollars on the Australian health budget. Controlling and reducing wear debris in prosthesis joints would reduce these costs and improve patients' quality of life.Read moreRead less
Unifying Modern Approaches in Machine Learning. The proposed research will lead to better algorithms for some important machine learning problems that could lead to better tools for extracting useful knowledge from data such as in bioinformatics and sensor networks; it will strengthen an international collaboration with one of the world's top centres of machine learning research; it will contribute to an open source toolkit of machine learning algorithms which will put Australia on the map as a ....Unifying Modern Approaches in Machine Learning. The proposed research will lead to better algorithms for some important machine learning problems that could lead to better tools for extracting useful knowledge from data such as in bioinformatics and sensor networks; it will strengthen an international collaboration with one of the world's top centres of machine learning research; it will contribute to an open source toolkit of machine learning algorithms which will put Australia on the map as a provider of sophisticated machine learning software; it will provide training opportunities for several PhD students and a postdoc to work with some of the best machine learning researchers in the world.Read moreRead less