Discovery Early Career Researcher Award - Grant ID: DE200100896

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DE200100896

Funding Status
Active

Does something not look right? The information on this page has been harvested from data sources that may not be up to date. We continue to work with information providers to improve coverage and quality. To report an issue, use the .

Funded Activity Summary

How to beat model uncertainty with more information. Experience of the 2008 financial crisis exposed a weakness in our over-reliance on mathematical models. The main aim of this project is to develop mathematical tools to investigate the role of information in reducing model uncertainty. The project will undertake pressing research in robust finance, which is now one of the most active and dynamic topics in financial mathematics. It expects to quantify the value of information under uncertainty in mathematical modelling. It will generate new knowledge in probability theory and stochastic processes providing a significant mathematical contribution in its own right.

Funded Activity Details

Start Date: 01-01-2020

End Date: 31-12-2023

Funding Scheme: Discovery Early Career Researcher Award

Funding Amount: $427,008.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Financial Mathematics | Probability Theory | Stochastic Analysis and Modelling | Statistics |

ANZSRC Socio-Economic Objective (SEO)

Expanding Knowledge in Economics | Expanding Knowledge in the Mathematical Sciences

Other Keywords

Expanding Knowledge in Economics | Expanding Knowledge in the Mathematical Sciences | Financial Mathematics | Probability Theory | Statistics | Stochastic Analysis and Modelling

Related Links