Investment Approaches and Applications in Financial Markets: Evolutionary Kernel Based Subset Time-Series Using Semi-Parametric Approaches. The project will develop new investment assessments based on subset time-series modeling. Innovative evolutionary kernel smoothing algorithms using semi-parametric approaches will be introduced. The project will make three important applications of this modeling in financial markets: a) benchmarking and evaluation of inflation-indexed bonds; b) evaluation of ....Investment Approaches and Applications in Financial Markets: Evolutionary Kernel Based Subset Time-Series Using Semi-Parametric Approaches. The project will develop new investment assessments based on subset time-series modeling. Innovative evolutionary kernel smoothing algorithms using semi-parametric approaches will be introduced. The project will make three important applications of this modeling in financial markets: a) benchmarking and evaluation of inflation-indexed bonds; b) evaluation of the performance of global diversified investment funds; and c) prediction to provide early warning of the emergence of destabilising deflation or inflation. These three applications will lead to improved risk management practices and investment performance. Recursive algorithms will provide new statistical methods to study investment asset price movements and market volatility.
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Investment approaches and opportunities in renewable energy and financial resource markets, using semi-parametric approaches to evolutionary subset time-series lattice-ladder modelling. The project findings will help Australian exporters and importers understand and manage energy and resource price risks more effectively. The investment community will benefit through selecting optimal asset allocations and enhancing value to investors. It will also benefit many other agencies, particularly in th ....Investment approaches and opportunities in renewable energy and financial resource markets, using semi-parametric approaches to evolutionary subset time-series lattice-ladder modelling. The project findings will help Australian exporters and importers understand and manage energy and resource price risks more effectively. The investment community will benefit through selecting optimal asset allocations and enhancing value to investors. It will also benefit many other agencies, particularly in the service industries. It is not well recognised that in developed countries, including Australia, the financial service and related sectors account for more than 60 percent of economic activity and employment, so 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 service and related sectors.Read moreRead less
Linkage Infrastructure, Equipment And Facilities - Grant ID: LE0989127
Funder
Australian Research Council
Funding Amount
$400,000.00
Summary
A High-Throughput Neutron Spectrometer for The Study of Atomic and Molecular Motion at ANSTO. Neutron scattering enables new science across a broad range of disciplines, and for this reason it is undergoing major expansion in the USA, Europe, Japan and Australia. Various diffactometers and spectrometers have recently been built at ANSTO, but an instrumental option for a high-throughput cross-discipline spectroscopy is urgently needed. Fortunately, it is fairly straightforward to add this type of ....A High-Throughput Neutron Spectrometer for The Study of Atomic and Molecular Motion at ANSTO. Neutron scattering enables new science across a broad range of disciplines, and for this reason it is undergoing major expansion in the USA, Europe, Japan and Australia. Various diffactometers and spectrometers have recently been built at ANSTO, but an instrumental option for a high-throughput cross-discipline spectroscopy is urgently needed. Fortunately, it is fairly straightforward to add this type of option to an existing spectrometer that will broaden its user-base from specialised applications in physics to more general applications in physics, chemistry, materials-science and biology. This additional option provides a totally new way for Australian scientists to study atomic and molecular motions. Read moreRead less
Special Research Initiatives - Grant ID: SR0354787
Funder
Australian Research Council
Funding Amount
$10,000.00
Summary
Research Network for Biotechnological and Environmental Applications of Microalgae (BEAM). The network will facilitate inderdisciplinary and collaborative research into the limitations on microalgal growth leading to the development of new, commercial-scale microalgae culture systems, the production of fine chemicals, bioactive compounds and renewable fuels (hydrogen), as well as environmental applications such as monitoring the physiological state of phytoplankton in the environment, CO2 biorem ....Research Network for Biotechnological and Environmental Applications of Microalgae (BEAM). The network will facilitate inderdisciplinary and collaborative research into the limitations on microalgal growth leading to the development of new, commercial-scale microalgae culture systems, the production of fine chemicals, bioactive compounds and renewable fuels (hydrogen), as well as environmental applications such as monitoring the physiological state of phytoplankton in the environment, CO2 bioremediation and algal/bacterial systems for the bioremediation of contaminated soils. This will be achieved by applying research on photosynthetic light utilisation efficiency and carbon fixation, chlorophyll fluorescence, biochemistry of secondary metabolites, molecular biology and photobioreactor design and engineering, informed by an understanding of the ecology of these algae.Read moreRead less
ARC Research Network for a Secure Australia. The Research Network for a Secure Australia (RNSA) is a multi-disciplinary collaboration established to strengthen Australia's research capacity for protecting critical infrastructure from natural or human-caused disasters including terrorist acts. The RNSA will facilitate a knowledge-sharing network for research organisations, government and the private sector to develop research tools and methods to mitigate emerging safety and security issues relat ....ARC Research Network for a Secure Australia. The Research Network for a Secure Australia (RNSA) is a multi-disciplinary collaboration established to strengthen Australia's research capacity for protecting critical infrastructure from natural or human-caused disasters including terrorist acts. The RNSA will facilitate a knowledge-sharing network for research organisations, government and the private sector to develop research tools and methods to mitigate emerging safety and security issues relating to critical infrastructure. World-leaders with extensive national and international linkages in relevant scientific, engineering and technological research will lead this collaboration. The RNSA will launch various activities to foster research collaboration and nurture young investigators.Read moreRead less