Discovery Projects - Grant ID: DP0770081

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/API/grants/DP0770081

Funding Status
Closed

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Funded Activity Summary

Complexity, Risk Management and Dynamic Portfolio Selection in Investment Management using Advances in Evolutionary Parallel-computing Artificial Intelligence. With over $1 trillion of investors' monies in the hands of fund managers, the health of the Australian economy is critically dependent on the investment decisions of these managers. However, the majority of the funds are invested in risky assets with histories of volatile price movements about which we do not possess a deep understanding. This project draws upon a set of inter-disciplinary concepts and models centred in neural networks that allow for learning over time to advance our understanding of complexity, leading to superior quantitative tools and models to allow for improved decision-making in respect of risk management and asset allocation.

Funded Activity Details

Start Date: 2007

End Date: 12-2012

Funding Scheme: Discovery Projects

Funding Amount: $345,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Finance | Banking, Finance and Investment

ANZSRC Socio-Economic Objective (SEO)

Finance and investment services | Macroeconomic issues not elsewhere classified |

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