Stochastic Analysis with a View to Applications in Financial Risk Processes. Recent decades have seen explosive growth in applications of probability theory and statistics to the modelling of risk in finance and insurance. An intensive theoretical investigation into passage time and other problems for Levy and other continuous time processes will be applied to financial risk analyses. Related investigations will involve perpetuities and stochastic volatility models for price series. Outcomes ....Stochastic Analysis with a View to Applications in Financial Risk Processes. Recent decades have seen explosive growth in applications of probability theory and statistics to the modelling of risk in finance and insurance. An intensive theoretical investigation into passage time and other problems for Levy and other continuous time processes will be applied to financial risk analyses. Related investigations will involve perpetuities and stochastic volatility models for price series. Outcomes will include the development of new theory in probability and statistics, the initiation and reinforcement of collaborative ties with major international research figures, and the fostering of contacts with the finance industry.Read moreRead less
Linkage Infrastructure, Equipment And Facilities - Grant ID: LE0346878
Funder
Australian Research Council
Funding Amount
$190,000.00
Summary
GeoWulf: An Inference Engine for Complex Earth Systems. The project is to build a `Beowulf' cluster as a platform for solving
complex data inference problems in the Earth sciences, and in
particular the fields of thermochronology, seismology, crustal and
mantle dynamics, and landform evolution. A Beowulf cluster is a
network-linked set of commonly available `off-the-shelf' PC-computers
configured to give unprecedented performance/cost ratio. Projects
using the Beowulf facility will combine ....GeoWulf: An Inference Engine for Complex Earth Systems. The project is to build a `Beowulf' cluster as a platform for solving
complex data inference problems in the Earth sciences, and in
particular the fields of thermochronology, seismology, crustal and
mantle dynamics, and landform evolution. A Beowulf cluster is a
network-linked set of commonly available `off-the-shelf' PC-computers
configured to give unprecedented performance/cost ratio. Projects
using the Beowulf facility will combine state-of-the-art computational
techniques recently developed at ANU, and high quality data sets
collected over the past decade to address fundamental questions in
the Geosciences.Read moreRead less
Dynamic CFD Simulations and Scale-Up of Three-Phase Slurry Reactors for Gas-to-Liquid (GTL) Technology. The gas-liquid-solid flow patterns in three-phase slurry bubble column reactors will be studied using experiments and CFD. The effect of various reactor parameters will be studied to develop the scale-up heuristic for the slurry bubble column reactor. The Findings of this study will be used to optimise the reactor system for the offshore natural gas locations of Australia. A successful impleme ....Dynamic CFD Simulations and Scale-Up of Three-Phase Slurry Reactors for Gas-to-Liquid (GTL) Technology. The gas-liquid-solid flow patterns in three-phase slurry bubble column reactors will be studied using experiments and CFD. The effect of various reactor parameters will be studied to develop the scale-up heuristic for the slurry bubble column reactor. The Findings of this study will be used to optimise the reactor system for the offshore natural gas locations of Australia. A successful implementation of this project will bring a huge economic benefit to Australia by utilising the vast amount of remotely located and otherwise unusable stranded natural gas reserves. The project falls within one of National Research Priorities: An Environmentally Sustainable Australia.Read moreRead less
Improving risk management based on short-term stochastic forecast for financial decisions. The project targets the problems of strategy selection in the framework of mathematical finance. The aim is to find ways to reduce the impact of forecast errors in the presence of uncertainty. Related forecasting algorithms and solutions of optimization problems will be obtained.
Crowd tracking and visual analytics for rapidly deployable imaging devices. Crowd tracking and visual analytics for rapidly deployable imaging devices. This project aims to develop visual analytics technology that adds machine intelligence to a rapidly deployable time-lapse imaging platform. Such devices can operate on solar and wind power, and be remotely programmed (via a cellular network) to take photos and send them to a server at given times. This project, which focuses on monitoring crowds ....Crowd tracking and visual analytics for rapidly deployable imaging devices. Crowd tracking and visual analytics for rapidly deployable imaging devices. This project aims to develop visual analytics technology that adds machine intelligence to a rapidly deployable time-lapse imaging platform. Such devices can operate on solar and wind power, and be remotely programmed (via a cellular network) to take photos and send them to a server at given times. This project, which focuses on monitoring crowds of objects of interest, is expected to introduce “smart” imaging platforms that could be triggered and shoot high-quality photographs when “events of interest” occur. This project could make Australia both a world leader in video analytics and secure through on-line threat detection, and improve traffic control and agriculture.Read moreRead less
Multi-object Estimation for Live-Cell Microscopy. The objective of this project is to develop new tools for the inference of biological information from live-cell data to facilitate analysis of experiments and speed up discovery in cell biology. The new tools would provide reliable, consistent inference requiring no manual intervention and able to process large volumes of data in a timely manner. This would equip biologists with a vehicle that could move them closer to the goal of understanding ....Multi-object Estimation for Live-Cell Microscopy. The objective of this project is to develop new tools for the inference of biological information from live-cell data to facilitate analysis of experiments and speed up discovery in cell biology. The new tools would provide reliable, consistent inference requiring no manual intervention and able to process large volumes of data in a timely manner. This would equip biologists with a vehicle that could move them closer to the goal of understanding the mechanism behind biological processes.Read moreRead less
Statistical methodology for events on a network, with application to road safety. This project develops new methods to analyse road traffic accident rates, aiming to identify accident black spots and to develop an evidence base for future road design and road safety management. These methods can be applied to other types of events on a network of roads, railways, rivers, electrical wires, communication networks or airline routes.
The stability of unsteady fluid flows in channels and pipes. The main benefit from this project will be a better theoretical understanding of the stability properties of unsteady fluid flows. The theoretical results obtained would help guide future experimental
investigations into the paths to turbulence in unsteady flows and would be a basis for future research in the increasingly important area of flow stability control. The project will also provide advanced training and skills transfer in a ....The stability of unsteady fluid flows in channels and pipes. The main benefit from this project will be a better theoretical understanding of the stability properties of unsteady fluid flows. The theoretical results obtained would help guide future experimental
investigations into the paths to turbulence in unsteady flows and would be a basis for future research in the increasingly important area of flow stability control. The project will also provide advanced training and skills transfer in an important area of fluid mechanics research.
Read moreRead less
Special Research Initiatives - Grant ID: SR0354727
Funder
Australian Research Council
Funding Amount
$20,000.00
Summary
Mathematics for Government, Industry and Community -- The *Magic* Network. The *Magic* network will promote the use of mathematics by government, industry and community to analyse real problems and implement practical solutions. It will connect the most promising young Australian mathematicians to experienced researchers with strong research teams linked directly to the broader community. Our program will demand research excellence, emphasise a sustainable society, support outstanding young mat ....Mathematics for Government, Industry and Community -- The *Magic* Network. The *Magic* network will promote the use of mathematics by government, industry and community to analyse real problems and implement practical solutions. It will connect the most promising young Australian mathematicians to experienced researchers with strong research teams linked directly to the broader community. Our program will demand research excellence, emphasise a sustainable society, support outstanding young mathematicians and create opportunities for promising postgraduate students. We will offer scholarships for professional development and fund research visits and exchanges. *Magic* will provide tangible incentives for young Australian mathematicians and a new generation of researchers and research leaders.Read moreRead less
ARC Complex Open Systems Research Network. Complexity is the common frontier in the physical, biological and social sciences. This Network will link specialists in all three sciences through five generic conceptual and mathematical theme activities. It will promote research into how subsystems self-organise into new emergent structures when assembled into an open, non-equilibrium system. Outcomes will include new technologies and software tools and deeper understanding of fundamental questions i ....ARC Complex Open Systems Research Network. Complexity is the common frontier in the physical, biological and social sciences. This Network will link specialists in all three sciences through five generic conceptual and mathematical theme activities. It will promote research into how subsystems self-organise into new emergent structures when assembled into an open, non-equilibrium system. Outcomes will include new technologies and software tools and deeper understanding of fundamental questions in science. An essential function of the network will be introducing researchers end users to new tools and broadening the horizons of graduate students.Read moreRead less