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
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
Automated Determination of the Pose of a Human from Visual Information - Markerless 3D Pose Recovery of Humans from Videos. The development of 3D human pose recovery has been sought by computer vision researchers for many years. Our results will, firstly, have benefit for Australia's standing in the international computer vision community. Over time, the research outcomes will be developed into a software product for rehabilitation analysis by recognizing discrepancies between the walking pat ....Automated Determination of the Pose of a Human from Visual Information - Markerless 3D Pose Recovery of Humans from Videos. The development of 3D human pose recovery has been sought by computer vision researchers for many years. Our results will, firstly, have benefit for Australia's standing in the international computer vision community. Over time, the research outcomes will be developed into a software product for rehabilitation analysis by recognizing discrepancies between the walking patterns of healthy individuals and those with abnormalities as a result of accidents or diseases. The Australian economy will benefit by the reduction in the lifetime cost of injuries. This software will also provide benefits to the movie animation, computer games industry, and the training of athletes.Read moreRead less
A Computational Study of Nonconvex and Nonlinear Semi-infinite Optimisation Problems in Signal Processing. The operation of filtering is an important part of most modern communication engineering systems. Many important problems, which arise naturally from communications engineering applications, can be formulated as nonconvex optimization problems and nonlinear semi-infinite and/or semi-definite optimization problems. New optimization theory, in combination with novel computationally efficient ....A Computational Study of Nonconvex and Nonlinear Semi-infinite Optimisation Problems in Signal Processing. The operation of filtering is an important part of most modern communication engineering systems. Many important problems, which arise naturally from communications engineering applications, can be formulated as nonconvex optimization problems and nonlinear semi-infinite and/or semi-definite optimization problems. New optimization theory, in combination with novel computationally efficient solution methods, and efficient hardware implementation will be developed. The outcomes will enhance Australia's reputation in this cutting edge research and facilitate opportunity for international collaboration as well as commercial opportunity. The project will also provide an excellent environment for the training of junior researchers in the area.Read moreRead less
Group actions: combinatorics, geometry and computation. Science today relies on digital technologies using quantised and digital information. Because of the discrete nature of digital information, much of the mathematics underpinning these advances comes from the core disciplines of algebra and combinatorics within which this proposal falls. All aspects of the proposal focus on strengthening theoretical understanding of algebraic and combinatorial structures, and increasing computational power f ....Group actions: combinatorics, geometry and computation. Science today relies on digital technologies using quantised and digital information. Because of the discrete nature of digital information, much of the mathematics underpinning these advances comes from the core disciplines of algebra and combinatorics within which this proposal falls. All aspects of the proposal focus on strengthening theoretical understanding of algebraic and combinatorial structures, and increasing computational power for working with them. The fundamental research outcomes, in terms of theorems, algorithms, and the training of young research mathematicians, will thus both enhance the high international standing of Australian mathematics, and strengthen Australia's capabilities in these important areas.Read moreRead less
Modelling the acoustical scattering properties of the human auditory system. The audio and entertainment industry is continually striving towards the development of immersive consumer technologies. Australian companies and researchers within this market sector utilise these audio technologies for many innovative applications, including virtual reality, communication, navigation, monitoring, and auditory products for the hearing impaired. These developments rely heavily on a fundamental understan ....Modelling the acoustical scattering properties of the human auditory system. The audio and entertainment industry is continually striving towards the development of immersive consumer technologies. Australian companies and researchers within this market sector utilise these audio technologies for many innovative applications, including virtual reality, communication, navigation, monitoring, and auditory products for the hearing impaired. These developments rely heavily on a fundamental understanding of our natural sense of spatial hearing. This project will extend the current understanding of the acoustic scattering mechanisms that govern the external auditory system, and provide critical enabling knowledge that will enhance the development of innovative audio technologies.Read moreRead less