Exposing the anonymous attacker: detecting identity crimes using real-time entity resolution on large dynamic databases. Given the increasingly large costs of identity crimes in Australia, developing improved electronic identity verification techniques is highly significant in reducing losses from such crimes, making the Australian economy more competitive, and increasing consumer confidence in Australian financial institutions. Veda Advantage is widely used for identity verification by Australi ....Exposing the anonymous attacker: detecting identity crimes using real-time entity resolution on large dynamic databases. Given the increasingly large costs of identity crimes in Australia, developing improved electronic identity verification techniques is highly significant in reducing losses from such crimes, making the Australian economy more competitive, and increasing consumer confidence in Australian financial institutions. Veda Advantage is widely used for identity verification by Australian financial service providers, so the benefits of the techniques developed in this project will automatically flow through to the Australian community. These techniques will be sufficiently generic to be of use for real-time identity verification in a broad range of applications, including e-Government portals, electronic banking, online stores, or national security systems.Read moreRead less
Asset pricing with social interactions, adaptive learning, and differences in opinion. This project seeks to understand how social interactions and adaptive learning of investors affect asset prices in highly competitive and adaptive financial markets. It will develop an evolutionary asset pricing theory, novel empirical hypotheses and tests of financial market characteristics and provide implications for policy and market regulation.
Double auction markets with heterogeneous boundedly rational traders. The project will study limit order markets for the formation of security prices in modern exchanges, allowing heterogeneity and bounded rationality of the economic agents who will engage in various trading strategies. The model developed will be of interest to market participants seeking to design more efficient and transparent markets.