Website
http://dataportal.arc.gov.au/NCGP/API/grants/DP1093496
Funding Status
Closed
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Funded Activity Summary
Entropic Analysis of Financial Risk and Uncertainty. The recent financial crisis has shown that the financial markets are not as stable as expected, and are at risk from a lack of knowledge about new financial products and their risks. This research provides a framework to better measure and forecast financial risks by applying a set of techniques known collectively as entropic analysis as a novel way to measure the amount of information that can be extracted from historical data. The research will facilitate the design of policies and regulations by regulatory authorities that need to evaluate new financial products, their associated risks and their impacts on the financial markets.Funded Activity Details
Start Date: 2010
End Date: 06-2013
Funding Scheme: Discovery Projects
Funding Amount: $252,365.00
Funder: Australian Research Council
Research Topics
ANZSRC Field of Research (FoR)
Financial Econometrics | Econometric And Statistical Methods | Econometrics | Applied Statistics
