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
Development of a multivariate physiologic state space analysis framework for characterising functional properties of the cardiovascular system. Pathologies of the cardiovascular system arising from heart diseases make a major contribution to morbidity and mortality in the Australian community. This project will provide new diagnostic modalities based on advanced noninvasive bioinstrumentation, signal processing and model-based analytical methods to identify early signs of developing disease or t ....Development of a multivariate physiologic state space analysis framework for characterising functional properties of the cardiovascular system. Pathologies of the cardiovascular system arising from heart diseases make a major contribution to morbidity and mortality in the Australian community. This project will provide new diagnostic modalities based on advanced noninvasive bioinstrumentation, signal processing and model-based analytical methods to identify early signs of developing disease or the acute exacerbation of existing disease. The impact of these new technologies on the early diagnosis and improved triaging of patients in emergency departments is potentially profound and could result in improved healthcare outcomes for the patients and reduced admissions to hospital as well as the development of a substantial international market.Read moreRead less
Convex optimisation for control, signal processing and communication systems. Renewable control of complex systems, signal processing, telecommunication and in general any industries interested in these applications stand to benefit from our research. In particular, the automotive and defence industries stand to benefit from the nonlinear control design aspect of the proposed project outcomes. The
telecommunications industries, on the other hand, benefit from the signal processing and communicat ....Convex optimisation for control, signal processing and communication systems. Renewable control of complex systems, signal processing, telecommunication and in general any industries interested in these applications stand to benefit from our research. In particular, the automotive and defence industries stand to benefit from the nonlinear control design aspect of the proposed project outcomes. The
telecommunications industries, on the other hand, benefit from the signal processing and communications aspects. We also build a core expertise in optimisation and its applications in Australia by training PhD students and Postdoctoral researchers. The research collaborations will cement and maintain the international linkages which will improve applied research in AustraliaRead moreRead less
Special Research Initiatives - Grant ID: SR0354553
Funder
Australian Research Council
Funding Amount
$30,000.00
Summary
Network on Control, Dynamics and Systems (NCDS). Control systems theory provides principles and methods for design of complex engineering systems that automatically maintain desired performance despite changes in their environment (e.g. autopilot in an aircraft). This field is facing many new exciting challenges at the dawn of new millenium, such as design of complex engineering systems in possibly networked, asynchronous and distributed environments. The network will play a major role in addres ....Network on Control, Dynamics and Systems (NCDS). Control systems theory provides principles and methods for design of complex engineering systems that automatically maintain desired performance despite changes in their environment (e.g. autopilot in an aircraft). This field is facing many new exciting challenges at the dawn of new millenium, such as design of complex engineering systems in possibly networked, asynchronous and distributed environments. The network will play a major role in addressing these challenges by providing a national research focus, facilitating collaboration and the sharing of people and ideas. By delivering a National Graduate School, the network will enhance learning conditions for graduate students. Moreover, it will provide an important catalyst between Australian universities and industry. This initiative will be essential in assessing the present state of control research in Australia and drafting a detailed plan for the network's leading research role in the future. Read moreRead less