Linkage Projects - Grant ID: LP0883801

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/LP0883801

Funding Status
Closed

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Funded Activity Summary

The improvement of investment approaches by developing and applying bootstrap methods to innovative evolutionary kernel-based subset time-series modelling. With over $1 trillion of investors' monies in the hands of fund managers, the importance of efficient investment decisions across all industry sectors is self evident. Even if the modest target of systematically improving decision making by 1 or 2 % is set, the aggregate economic benefit achieved, given the compounding effects will be enormous. Any developed or developing country will profit from such advanced decision-making approaches. Therefore it is critical that more sophisticated statistical methods be established, and practical applications conducted, in order to advance the understanding of complexity management in the financial investment and other relevant sectors.

Funded Activity Details

Start Date: 30-07-2009

End Date: 31-05-2010

Funding Scheme: Linkage Projects

Funding Amount: $390,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Stochastic Analysis And Modelling | Statistics | Statistical Theory

ANZSRC Socio-Economic Objective (SEO)

Mathematical sciences | Other |

Other Keywords

Mathematical sciences | Other | Statistical Theory | Statistics | Stochastic Analysis And Modelling

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