Liquidity in financial markets. This project aims to develop a theory which models the effect of liquidity on option prices under different market conditions. Economic or financial crises are inevitable and affect economics. During or after a major financial crisis, market liquidity usually becomes risky and needs to be studied. Through both empirical and theoretical explorations, this project will quantify and measure liquidity risk and its effect on the options markets. It will develop a frame ....Liquidity in financial markets. This project aims to develop a theory which models the effect of liquidity on option prices under different market conditions. Economic or financial crises are inevitable and affect economics. During or after a major financial crisis, market liquidity usually becomes risky and needs to be studied. Through both empirical and theoretical explorations, this project will quantify and measure liquidity risk and its effect on the options markets. It will develop a framework to help market regulators manage illiquidity, enhance the efficiency of option trading in illiquid markets and help in the detection of market manipulation.Read moreRead less
Super Financial Security: Improving Flexibility, Trust and Communication. This project aims to address the significant worldwide challenge of how to safeguard financial wellbeing at older ages. In doing so it aims to investigate three important and interconnected influences on retirement preparation: flexible choice architecture, trust formation and effective communication. The project aims to use a combination of innovative modelling, experimental and field-based approaches. The principal expec ....Super Financial Security: Improving Flexibility, Trust and Communication. This project aims to address the significant worldwide challenge of how to safeguard financial wellbeing at older ages. In doing so it aims to investigate three important and interconnected influences on retirement preparation: flexible choice architecture, trust formation and effective communication. The project aims to use a combination of innovative modelling, experimental and field-based approaches. The principal expected outcomes are insights into the factors that guide superannuation choice, build trust with superannuation providers, and ensure clear and effective communication with members.Read moreRead less
Can an anti-HIV gene in blood stem cells protect from immune depletion by HIV? Approximately 15,000 individuals in Australia are currently HIV infected. Gene therapy has the capacity to remove antiretroviral treatment related issues, dramatically decrease treatment costs and simplify treatment of HIV.
In this study we will model a new approach to treat HIV in which the patient's own cells are used as the therapy by incorporating an anti-HIV gene. These cells are then re-introduced into the p ....Can an anti-HIV gene in blood stem cells protect from immune depletion by HIV? Approximately 15,000 individuals in Australia are currently HIV infected. Gene therapy has the capacity to remove antiretroviral treatment related issues, dramatically decrease treatment costs and simplify treatment of HIV.
In this study we will model a new approach to treat HIV in which the patient's own cells are used as the therapy by incorporating an anti-HIV gene. These cells are then re-introduced into the patient.
The strong mathematical focus of this project, and its application to a promising approach against HIV, will place Australia at the forefront of the mathematics of gene research and contribute to the National Priority Area of Promoting and Maintaining Good Health and the Priority Goal of Preventative Healthcare.
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Risk and Prudential Regulation and Supervision of Australian Financial Institutions. The project seeks to enhance the effectiveness of prudential regulation and supervision of financial institutions (FIs) by examining the risk of FIs, as reflected in default risk premiums on FI international debt issues and variability of revenue/profitability measures, and the effect of broadening FI activities and the shift towards fee/commission income on FI risk. This forms the basis for the development and ....Risk and Prudential Regulation and Supervision of Australian Financial Institutions. The project seeks to enhance the effectiveness of prudential regulation and supervision of financial institutions (FIs) by examining the risk of FIs, as reflected in default risk premiums on FI international debt issues and variability of revenue/profitability measures, and the effect of broadening FI activities and the shift towards fee/commission income on FI risk. This forms the basis for the development and testing of statistical early warning systems of impending financial problems in Australian FIs. The models are compared with examiner rating systems currently used in prudential supervision.Read moreRead less
Innovative mathematical modelling to determine incorporation of gene therapy in different cell lineages; Human Immunodeficiency Virus (HIV) as a model setting. Gene therapy is a promising therapeutic that is being developed to address genetic diseases and viral infections such as Human Immunodeficiency Virus (HIV). This project will produce mathematical models of how gene therapy delivered to one type of cell can differentiate into the desired end target and impact disease.
Discovery Early Career Researcher Award - Grant ID: DE120102589
Funder
Australian Research Council
Funding Amount
$375,000.00
Summary
Monetary policy and models of money, credit and banking. This project develops models with money and credit following recent developments in monetary theory with microfoundations. The objectives of the project are to understand the fundamental functions of credit, how credit affects the aggregate economy, and how credit affects the transmission of monetary policy.
Extremal problems in hypergraph matchings. Matchings in hypergraphs are a way of understanding complex relationships between objects in any set. This project will develop a mathematical theory that covers both extreme and typical cases. This theory will have applications wherever hypergraphs are used as models, for example in machine learning, game theory, databases, data mining and optimisation.
Discovery Early Career Researcher Award - Grant ID: DE170100789
Funder
Australian Research Council
Funding Amount
$324,499.00
Summary
Advances in graph Ramsey theory. This project aims to solve significant questions at the forefront of graph Ramsey theory, which provides the theoretical background for understanding networks that are omnipresent in the modern world. Major progress is anticipated on the recently introduced concept of Ramsey equivalence, including the development of deep new tools that combine probabilistic methods, extremal graph theory and graph decomposition techniques. The project will use these new tools to ....Advances in graph Ramsey theory. This project aims to solve significant questions at the forefront of graph Ramsey theory, which provides the theoretical background for understanding networks that are omnipresent in the modern world. Major progress is anticipated on the recently introduced concept of Ramsey equivalence, including the development of deep new tools that combine probabilistic methods, extremal graph theory and graph decomposition techniques. The project will use these new tools to solve old questions on the structure of minimal Ramsey graphs, thus fostering the international competitiveness of Australian research and enhancing Australia's reputation as a knowledge nation.Read moreRead less
Linkage Infrastructure, Equipment And Facilities - Grant ID: LE0668549
Funder
Australian Research Council
Funding Amount
$280,000.00
Summary
Major upgrade of the computing hardware and software for the widely used BioManager bioinformatic service. ANGIS has been an Australian national facility for bioinformatics since 1991, now with over 4000 users across 150 university schools or departments, government departments, hospitals and research institutes. The grant will provide the computer upgrade and software support needed to handle the enormous increases in database size and complexity and expand the service into new areas of bioinfo ....Major upgrade of the computing hardware and software for the widely used BioManager bioinformatic service. ANGIS has been an Australian national facility for bioinformatics since 1991, now with over 4000 users across 150 university schools or departments, government departments, hospitals and research institutes. The grant will provide the computer upgrade and software support needed to handle the enormous increases in database size and complexity and expand the service into new areas of bioinformatics. Bioinformatics is critical to much of modern biology, and the improvements will enhance research and data analysis in many areas of research, leveraging more value from the research being undertaken by users. Read moreRead less
Dynamical systems theory and mathematical modelling of viral infections. This project aims to use mathematical modelling to elucidate the emergence of complex, population-level behaviour from local interactions. In particular, the project will study the self-organising dynamics of the immune response. The project expects to develop new mathematical models of self-organisation, advance links between computational agent-based modelling and dynamical systems modelling, and build new tools for mat ....Dynamical systems theory and mathematical modelling of viral infections. This project aims to use mathematical modelling to elucidate the emergence of complex, population-level behaviour from local interactions. In particular, the project will study the self-organising dynamics of the immune response. The project expects to develop new mathematical models of self-organisation, advance links between computational agent-based modelling and dynamical systems modelling, and build new tools for mathematically analysing complex biological systems. Expected outcomes include strengthened collaborations within Australia and with South Korea. Expected benefits include joint research funding with Korean institutions, increased international visibility, and expanded scope for high school and community outreach.Read moreRead less