Discovery Projects - Grant ID: DP200103015

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP200103015

Funding Status
Active

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Funded Activity Summary

Deep learning based time series modeling and financial forecasting. This project pursues breakthroughs in time series modelling and develops novel statistical models and inference techniques, with a focus on modelling of financial time series data. The advances will be achieved through interdisciplinary research, combining recent advances in machine learning, Bayesian computation, financial econometrics and the increasing availability of Big Data. The outcomes will provide a new range of proven and powerful approaches for analysing time series and understanding time effects. The methodologies developed will lead to a greater accuracy in financial forecasting and risk management, and open up new horizons for the wider scientific community to analyse time series data.

Funded Activity Details

Start Date: 01-02-2020

End Date: 31-12-2024

Funding Scheme: Discovery Projects

Funding Amount: $280,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Econometric and Statistical Methods | Banking, Finance and Investment | Financial Econometrics

ANZSRC Socio-Economic Objective (SEO)

Expanding Knowledge in Economics | Expanding Knowledge in the Mathematical Sciences |

Other Keywords

Banking, Finance and Investment | Econometric and Statistical Methods | Expanding Knowledge in Economics | Expanding Knowledge in the Mathematical Sciences | Financial Econometrics

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