Linkage - International - Grant ID: LX0881924

Funding Activity

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Funded Activity Summary

Lifting the curse of dimensionality - bringing together the quasi Monte Carlo and sparse grid methods. This project is expected to lead to improved methods for handling high-dimensional problems (i.e. problems with many variables) that arise in finance, statistics, commerce, physics, and many other fields. In turn this could lead to significant economic benefit, especially to high-value service industries such as the finance industry. By strengthening international collaboration, it will also help to maintain Australia's strong position in international research in the mathematical sciences.

Funded Activity Details

Start Date: 01-01-2008

End Date: 30-06-2009

Funding Scheme: Linkage - International

Funding Amount: $39,324.00

Funder: Australian Research Council