Risk Measures and Management in Finance and Actuarial Science Under Regime-Switching Models. New models for assessing and managing risk of financial products will place Australia at the forefront of risk management. The work will also sustain the competitive edge of Australia as one of the major financial centres in the Asia-Pacific region through enhancing both the theory and practice of financial risk management. The project outcome will also benefit to the country in other areas of risk, for ....Risk Measures and Management in Finance and Actuarial Science Under Regime-Switching Models. New models for assessing and managing risk of financial products will place Australia at the forefront of risk management. The work will also sustain the competitive edge of Australia as one of the major financial centres in the Asia-Pacific region through enhancing both the theory and practice of financial risk management. The project outcome will also benefit to the country in other areas of risk, for example, environment risk, climate change, and energy and security problems.Read moreRead less
ARC Financial Integrity Research Network. The integrity of the financial system is constantly under stress because of the development of ever more complex financial instruments, structures and strategies, and the associated research technologies that continues to accelerate worldwide. FIRN's vision is to harness the considerable strengths of Australia's internationally renowned finance, accounting and economics researchers into a research agenda to address issues concerning the integrity of the ....ARC Financial Integrity Research Network. The integrity of the financial system is constantly under stress because of the development of ever more complex financial instruments, structures and strategies, and the associated research technologies that continues to accelerate worldwide. FIRN's vision is to harness the considerable strengths of Australia's internationally renowned finance, accounting and economics researchers into a research agenda to address issues concerning the integrity of the financial system. It will enable Australian research in this area to match the scale and impact of similar research in other major international financial centres, and play an essential role in placing Australia among the world's leaders in financial markets related research.Read moreRead less
G-expectation and its applications to nonlinear risk management. This project will develop novel theories and methods for nonlinear risk management based on nonlinear expectations and Backward Stochastic Differential Equations. The expected outcomes of the project will place Australia in the forefront and the leading position of these fields.
ARC Centre of Excellence for Mathematical and Statistical Frontiers of Big Data, Big Models, New Insights. In today's world, massive amounts of data in a variety of forms are collected daily from a multitude of sources. Many of the resulting data sets have the potential to make vital contributions to society, business and government, as well as impact on international developments, but are so large or complex that they are difficult to process and analyse using traditional tools. The aim of this ....ARC Centre of Excellence for Mathematical and Statistical Frontiers of Big Data, Big Models, New Insights. In today's world, massive amounts of data in a variety of forms are collected daily from a multitude of sources. Many of the resulting data sets have the potential to make vital contributions to society, business and government, as well as impact on international developments, but are so large or complex that they are difficult to process and analyse using traditional tools. The aim of this Centre is to create innovative mathematical and statistical models that can uncover the knowledge concealed within the size and complexity of these big data sets, with a focus on using the models to deliver insight into problems vital to the Centre's Collaborative Domains: Healthy People, Sustainable Environments and Prosperous Societies.Read moreRead less
Industrial Transformation Research Hubs - Grant ID: IH130200012
Funder
Australian Research Council
Funding Amount
$2,748,358.00
Summary
ARC Research Hub for Basin GEodyNamics and Evolution of SedImentary Systems (GENESIS). ARC Research Hub for Basin GEodyNamics and Evolution of SedImentary Systems (GENESIS). This Research Hub aims to undertake simultaneous modelling of deep Earth and surface processes, spanning basin scales to individual sediment grains. The Hub will develop and apply cutting-edge basin simulation approaches to transform the seeding and testing of basin exploration models, extending their viability to complex, ....ARC Research Hub for Basin GEodyNamics and Evolution of SedImentary Systems (GENESIS). ARC Research Hub for Basin GEodyNamics and Evolution of SedImentary Systems (GENESIS). This Research Hub aims to undertake simultaneous modelling of deep Earth and surface processes, spanning basin scales to individual sediment grains. The Hub will develop and apply cutting-edge basin simulation approaches to transform the seeding and testing of basin exploration models, extending their viability to complex, inaccessible remote and deep exploration targets. The Hub will fuse multidimensional data into five dimensional basin models (space and time, with uncertainty estimates) by coupling the evolution of mantle flow, crustal deformation, erosion and sedimentary processes, achieving a quantum leap in basin modelling and petroleum systems analysis.Read moreRead less
Non-commutative analysis and differential calculus. This project is in an area of central mathematical importance and will lead to important scientific advances that will keep Australia at the forefront internationally in this field of research. There is an emphasis on international networking and we will collaborate with leading researchers in USA and France.
Linkage Infrastructure, Equipment And Facilities - Grant ID: LE130100040
Funder
Australian Research Council
Funding Amount
$450,000.00
Summary
Integrated Greenhouse Gas Measurement System (IGMS) for monitoring agricultural emissions at field to regional scales. Measurement of greenhouse gases is critical to Australia’s obligations to reduce carbon emissions. The measurement facility will provide urgently needed accurate emission data from Australian agriculture to establish emission baselines and develop methods to extend the point-scale measurements to whole farm, regional and national scales.
Special Research Initiatives - Grant ID: SR0354466
Funder
Australian Research Council
Funding Amount
$20,000.00
Summary
Mathematics in Contemporary Science. The Mathematics in Contemporary Science Research Network brings contemporary methods of non-linear analysis and differential equations, geometric reasoning and relevant algebraic and topological ideas to enrich six application areas in modern science: Complex Systems, Computer Vision, Optimal Transportation, Nanotechnology, Physics and Shortest Networks. MiCS will develop both the mathematics and the application areas in parallel. It will focus on postgradu ....Mathematics in Contemporary Science. The Mathematics in Contemporary Science Research Network brings contemporary methods of non-linear analysis and differential equations, geometric reasoning and relevant algebraic and topological ideas to enrich six application areas in modern science: Complex Systems, Computer Vision, Optimal Transportation, Nanotechnology, Physics and Shortest Networks. MiCS will develop both the mathematics and the application areas in parallel. It will focus on postgraduate training through workshops, summer schools and web based resources and build long-term international collaborations with EU networks and NSERC, NSF and EPSRC institutes as well as bringing together academic and industry leaders.Read moreRead less
Local Government and Housing in Australia for the 21st Century. This project plans to analyse survey data, qualitative interviews and detailed case studies to investigate and theorise trends in the relationship between local government and housing supply and demand. It aims to answer a number of questions: What is the role of local government in housing Australians in the 21st century? How have changing economic, social, demographic and political processes affected the interaction between local ....Local Government and Housing in Australia for the 21st Century. This project plans to analyse survey data, qualitative interviews and detailed case studies to investigate and theorise trends in the relationship between local government and housing supply and demand. It aims to answer a number of questions: What is the role of local government in housing Australians in the 21st century? How have changing economic, social, demographic and political processes affected the interaction between local government and housing over the past decades, and what are the likely impacts in the future? How might a reshaped Australian Federation recast the role of local government in this area of social and economic policy? The research aims to consider inner urban, suburban and regional and rural areas; and to contribute to a healthier and more productive Australia by providing local governments with evidence on their role in the housing market and how they can prepare for the future.Read moreRead less
Multiparameter Harmonic Analysis: Weighted Estimates for Singular Integrals. This project aims to study advanced harmonic analysis concerning multiparameter theory and related topics. Harmonic analysis lies at the intersection of the frontiers of many branches of mathematics. It is fundamental to the study of operator theory and partial differential equations which has wide applications in many fields such as mathematical modelling, probability and number theory. This project aims to solve a num ....Multiparameter Harmonic Analysis: Weighted Estimates for Singular Integrals. This project aims to study advanced harmonic analysis concerning multiparameter theory and related topics. Harmonic analysis lies at the intersection of the frontiers of many branches of mathematics. It is fundamental to the study of operator theory and partial differential equations which has wide applications in many fields such as mathematical modelling, probability and number theory. This project aims to solve a number of open problems at the frontier of research in modern harmonic analysis including estimates on multilinear operators with nonsmooth kernels and advanced multiparameter theory on product spaces.Read moreRead less