Limiting False Positives in Empirical Asset Pricing Tests. The project aims to address the issue of data mining in asset pricing tests using innovative interdisciplinary approaches that mitigate the occurrence of false positives. The expected outcomes include extended options in finance for alleviating data mining, as well as new guidelines for rigorously evaluating the explanatory power of risk factors on expected returns. The project findings are expected to significantly advance our understan ....Limiting False Positives in Empirical Asset Pricing Tests. The project aims to address the issue of data mining in asset pricing tests using innovative interdisciplinary approaches that mitigate the occurrence of false positives. The expected outcomes include extended options in finance for alleviating data mining, as well as new guidelines for rigorously evaluating the explanatory power of risk factors on expected returns. The project findings are expected to significantly advance our understanding of the pricing of risk. Additionally, the proposed tools are anticipated to have broad applications, such as corporate finance and fraud detection, and offer significant value to finance research and its stakeholders, such as the Australian asset management industry and government regulatory bodies.
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Price Discovery in Equity and Volatility Futures for Trading and Hedging. This project aims to develop a multivariate asynchronous technique to analyse the price discovery of movements in equity stock indices, volatility index futures and exchange traded products. This project expects to generate new knowledge in the area of financial econometrics using an innovative mixed frequency sampling approach to establish robust causal inferences. Expected outcomes of the project include enhanced econome ....Price Discovery in Equity and Volatility Futures for Trading and Hedging. This project aims to develop a multivariate asynchronous technique to analyse the price discovery of movements in equity stock indices, volatility index futures and exchange traded products. This project expects to generate new knowledge in the area of financial econometrics using an innovative mixed frequency sampling approach to establish robust causal inferences. Expected outcomes of the project include enhanced econometric theory and its implementation in applied finance. This should provide significant benefits in the price discovery of the equity index in Australia, including insights that will help Australian funds in hedging and trading volatility.Read moreRead less
Creating a non-invasive window into the mind. This project aims to create better tools to study the human mind. This project expects to generate new knowledge that can be used to non-invasively image neuronal activity. Expected outcomes include the development of unique new Magnetic Resonance Imaging (MRI) instruments to study neuronal activity in both highly controlled laboratory conditions and in humans, with the spatial and temporal resolution needed to study the neuronal circuitry that drive ....Creating a non-invasive window into the mind. This project aims to create better tools to study the human mind. This project expects to generate new knowledge that can be used to non-invasively image neuronal activity. Expected outcomes include the development of unique new Magnetic Resonance Imaging (MRI) instruments to study neuronal activity in both highly controlled laboratory conditions and in humans, with the spatial and temporal resolution needed to study the neuronal circuitry that drives low and high-level brain functions, i.e., creating a window into the mind. In the future, outcomes from this study could improve our understanding of mental disorders, advance computer brain interface technology, and inspire the next paradigm shift in artificial intelligence.Read moreRead less
A Biologically Responsive and Anatomically Authentic Human Nasal Model. As respiratory conditions caused by pollutants and viruses become more prevalent, human nasal models to study infection/protection mechanisms and nasal drug/vaccine delivery are increasingly important. This project aims to develop a world-first human nasal model to mimic both anatomical and biological aspects of the nasal cavity and predict the distribution and deposition of fine particles and the resultant biological respon ....A Biologically Responsive and Anatomically Authentic Human Nasal Model. As respiratory conditions caused by pollutants and viruses become more prevalent, human nasal models to study infection/protection mechanisms and nasal drug/vaccine delivery are increasingly important. This project aims to develop a world-first human nasal model to mimic both anatomical and biological aspects of the nasal cavity and predict the distribution and deposition of fine particles and the resultant biological response from the nasal mucosa. The aim is to overcome a key fabrication challenge - to 3D print an anatomically accurate nasal construct with a porous wall on which to grow and mature functional nasal tissue that lines a nasal cavity wall. The benefit would be enabling faster development of more targeted drugs and vaccines.Read moreRead less
A Micro-Physiological System to Mimic Human Microbiome-Organ Interactions. This project aims to mimic gut microbiome-organ interactions by developing a microbial-gut coculture chip, which can reversibly interface with other organs-on-chips. This is achieved through the systematic integration of highly customisable biofabrication and microfluidic technologies. This project fills a critical technological gap in the availability of an animal-alternative system to investigate microbiome-host interac ....A Micro-Physiological System to Mimic Human Microbiome-Organ Interactions. This project aims to mimic gut microbiome-organ interactions by developing a microbial-gut coculture chip, which can reversibly interface with other organs-on-chips. This is achieved through the systematic integration of highly customisable biofabrication and microfluidic technologies. This project fills a critical technological gap in the availability of an animal-alternative system to investigate microbiome-host interactions, which will greatly complement existing meta-omics approaches. The deliverables include a proof-of-concept system validated for gut-liver axis as well as the creation of new knowledge and framework to assimilate design thinking and advanced manufacturing to elevate tissue engineering into physiology engineering. Read moreRead less