Website
http://dataportal.arc.gov.au/NCGP/API/grants/DP120100928
Funding Status
Closed
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Funded Activity Summary
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.Funded Activity Details
Start Date: 2012
End Date: 12-2016
Funding Scheme: Discovery Projects
Funding Amount: $330,000.00
Funder: Australian Research Council
Research Topics
ANZSRC Field of Research (FoR)
Financial Mathematics | Operations Research | Probability Theory | Stochastic Analysis and Modelling | Statistics |
ANZSRC Socio-Economic Objective (SEO)
Expanding Knowledge in Economics | Expanding Knowledge in the Mathematical Sciences
