Nonlinear spatial and spatiotemporal econometrics: theory with applications. Modern societies like Australia have major challenges in the forecasting, measuring and managing of risks associated with global economic and environmental/climate changes. These tasks require advanced econometric techniques in modelling and forecasting of complex nonlinear spatiotemporal variability in economic and social systems. This project will develop frontier econometric technologies that enable more accurate eco ....Nonlinear spatial and spatiotemporal econometrics: theory with applications. Modern societies like Australia have major challenges in the forecasting, measuring and managing of risks associated with global economic and environmental/climate changes. These tasks require advanced econometric techniques in modelling and forecasting of complex nonlinear spatiotemporal variability in economic and social systems. This project will develop frontier econometric technologies that enable more accurate economic and climate forecasts. The tools produced will provide Australia's scientists and policy-makers with a greater capacity to manage the risks associated with these challenges. A side-benefit of the research will be high-quality publications that enhance the nation's reputation in this cutting edge research.Read moreRead less
Modelling Dynamic Correlations in the Volatility of Patents and Technical Change. National/community benefits include a clearer understanding of the relation between patents and industrial innovation, measuring the effects of patents on technical change, economic growth and job creation, and analysing their fluctuations over time. The project analyses the variability in technological innovations, measures the impact of innovations on total output and key factors of production, namely labour, cap ....Modelling Dynamic Correlations in the Volatility of Patents and Technical Change. National/community benefits include a clearer understanding of the relation between patents and industrial innovation, measuring the effects of patents on technical change, economic growth and job creation, and analysing their fluctuations over time. The project analyses the variability in technological innovations, measures the impact of innovations on total output and key factors of production, namely labour, capital, energy and materials, and emphasizes the usefulness of the results. Expected outcomes include changing current ideas regarding output generation, understanding broad issues underlying patents and their variability, advancing multi-disciplinary knowledge, using information intelligently and promoting a culture of innovation.Read moreRead less
Novel Statistical Methods For Genetic Epidemiology
Funder
National Health and Medical Research Council
Funding Amount
$481,505.00
Summary
We are in the midst of a genomics revolution that is transforming epidemiology, medicine and drug discovery. However, the scarcity of sophisticated statistical techniques to deal with the complicated problems inherent in genetic investigations of complex diseases is currently the critical factor limiting the success of human gene discovery programs. Statistical genetic methodology is currently one of the fastest developing areas of epidemiology. In information-intensive' areas such as genetic ep ....We are in the midst of a genomics revolution that is transforming epidemiology, medicine and drug discovery. However, the scarcity of sophisticated statistical techniques to deal with the complicated problems inherent in genetic investigations of complex diseases is currently the critical factor limiting the success of human gene discovery programs. Statistical genetic methodology is currently one of the fastest developing areas of epidemiology. In information-intensive' areas such as genetic epidemiology, genomics, and proteomics, there is a high demand for data analysis and statistical skills. WA has some world class expertise in statistical science, both in academia and in industry. However, this expertise has not yet been applied in a system way to genetic data analysis. We propose to undertake advanced methodological research in statistical genetics and bioinformatics, to produce easy-to-use and accessible software tools and resources that allow methodological advances to be accessed by the Australian research community, and to apply our new methods and tools both to specific disease research and to the developing human genome epidemiology (HuGE) enterprise in WA. These new initiatives in methodological research will draw together a number of currently separate research strands and will provide new tools and resources that will allow applied Australian programs to improve the efficiency of their research into the causes of important. Methodological development in both bioinformatics and statistical genetics are recognized international areas of need.Read moreRead less
Discovery Early Career Researcher Award - Grant ID: DE120101266
Funder
Australian Research Council
Funding Amount
$375,000.00
Summary
Low-complexity factor-graph-based receiver design for bandwidth-efficient communication systems over doubly selective channels. This project aims to solve challenging problems in future wireless communications using graph-based signal processing techniques. It will provide practical solutions for future broadband mobile communications to the bush and high-speed underwater acoustic communications in the oceans that are particularly important to Australia.
Modelling stock market liquidity in Australia and the Asia Pacific Region. This project will develop new methods of assessing stock market liquidity in Australia and the Asia-Pacific region. These methods will use high frequency transactions-based data provided by the industry partner, SIRCA. The data will be the basis of smart information real time algorithms for measuring market liquidity. They will incorporate generalizations and extensions of recent developments in time series econometrics, ....Modelling stock market liquidity in Australia and the Asia Pacific Region. This project will develop new methods of assessing stock market liquidity in Australia and the Asia-Pacific region. These methods will use high frequency transactions-based data provided by the industry partner, SIRCA. The data will be the basis of smart information real time algorithms for measuring market liquidity. They will incorporate generalizations and extensions of recent developments in time series econometrics, and will be calibrated and evaluated statistically. The novel methods will be crucial to market participants and to regulators, who will be able to apply them to assess market depth and liquidity, and reduce trading costs substantially.Read moreRead less
Modelling health: Reporting behaviour and misclassification using survey data. Empirical models based on large scale survey data sets are used by health economists to inform policymakers. However, in the case of sensitive topics, a potential for survey misreporting may lead to inaccurate estimates of aberrant behaviours. To date, little work has been done analysing the extent and consequences of inaccurate reporting, especially within health economics. By addressing areas where potential for mis ....Modelling health: Reporting behaviour and misclassification using survey data. Empirical models based on large scale survey data sets are used by health economists to inform policymakers. However, in the case of sensitive topics, a potential for survey misreporting may lead to inaccurate estimates of aberrant behaviours. To date, little work has been done analysing the extent and consequences of inaccurate reporting, especially within health economics. By addressing areas where potential for misinformation is high, the overall quality of results will be enhanced. This research will be submitted to highly ranked health economics and econometrics journals to be made available to relevant policymakers intent on ensuring a healthy society.Read moreRead less
Threshold models in micro-econometrics with applications to empirical models of health. The aim of this project is to develop and apply new statistical approaches to endogenously identify non-linear relationships between explanatory variable(s) and the response variable in non-linear econometric models and to illustrate these with applications important to empirical health economics. Literature proliferates in linear models with non-linear effects, but in health economics non-linear models domin ....Threshold models in micro-econometrics with applications to empirical models of health. The aim of this project is to develop and apply new statistical approaches to endogenously identify non-linear relationships between explanatory variable(s) and the response variable in non-linear econometric models and to illustrate these with applications important to empirical health economics. Literature proliferates in linear models with non-linear effects, but in health economics non-linear models dominate. This project will generalise these techniques to allow for various forms of the threshold variable(s), including categorical and continuous, endogenous and exogenous, and those measured with error.Read moreRead less
Entropic Analysis of Financial Risk and Uncertainty. The recent financial crisis has shown that the financial markets are not as stable as expected, and are at risk from a lack of knowledge about new financial products and their risks. This research provides a framework to better measure and forecast financial risks by applying a set of techniques known collectively as entropic analysis as a novel way to measure the amount of information that can be extracted from historical data. The research w ....Entropic Analysis of Financial Risk and Uncertainty. The recent financial crisis has shown that the financial markets are not as stable as expected, and are at risk from a lack of knowledge about new financial products and their risks. This research provides a framework to better measure and forecast financial risks by applying a set of techniques known collectively as entropic analysis as a novel way to measure the amount of information that can be extracted from historical data. The research will facilitate the design of policies and regulations by regulatory authorities that need to evaluate new financial products, their associated risks and their impacts on the financial markets.Read moreRead less
Modelling a portfolio of financial assets: structure, estimation, testing and forecasting. Information regarding financial returns and risk is essential for optimal portfolio selection and asset management. Returns and risk have typically been analysed for individual assets. The project provides a theoretical solution to the important practical problem of modelling a portfolio of financial assets in realistic situations. The significance of the research is the development of a new approach to an ....Modelling a portfolio of financial assets: structure, estimation, testing and forecasting. Information regarding financial returns and risk is essential for optimal portfolio selection and asset management. Returns and risk have typically been analysed for individual assets. The project provides a theoretical solution to the important practical problem of modelling a portfolio of financial assets in realistic situations. The significance of the research is the development of a new approach to analyse a portfolio of returns and risk, and the determination of its applicability using numerical simulation techniques. The expected outcomes are an optimal practical method for analysing a portfolio of assets, a scientific monograph, and publications in leading international journals.Read moreRead less
Seasonal adjustment using disaggregated short time span data. Seasonally adjusted economic and social times series are vital information used by governments and businesses in decision making. This project will develop statistical methods to estimate and remove seasonal factors from economic and social time series using finely disaggregated data for a relatively small number of time periods. This will enable better and quicker estimation of seasonal factors when new series are introduced or there ....Seasonal adjustment using disaggregated short time span data. Seasonally adjusted economic and social times series are vital information used by governments and businesses in decision making. This project will develop statistical methods to estimate and remove seasonal factors from economic and social time series using finely disaggregated data for a relatively small number of time periods. This will enable better and quicker estimation of seasonal factors when new series are introduced or there a major changes to existing series, improving the analysis of such series and the decisions based on them.Read moreRead less