Learning Software Security Analysers with Imperfect Data. This project aims to systematically investigate next-generation learning-based software security analysis to detect vulnerabilities in real-world large-scale software. The expected learning-based foundation will support the handling of imperfect data in order to provide a precise, scalable and adaptive security analysis of the critical software components, thus capturing important security vulnerabilities missed by existing approaches. Th ....Learning Software Security Analysers with Imperfect Data. This project aims to systematically investigate next-generation learning-based software security analysis to detect vulnerabilities in real-world large-scale software. The expected learning-based foundation will support the handling of imperfect data in order to provide a precise, scalable and adaptive security analysis of the critical software components, thus capturing important security vulnerabilities missed by existing approaches. The success of this project will further enhance the international competitiveness of Australian research in this important field and will benefit any Australian industry and business where software systems are deeply-rooted, such as transportation, smart homes, medical devices, defence and finance.Read moreRead less
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
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
New technology for designing advanced surface textures. This project aims to develop new methods for the characterisation of advanced textures to aid the manufacturing industry. There is an increasing demand for surfaces with various texture patterns manufactured by modern industry. Thus, novel texture characterisation methods are needed. New methods will allow for optimisation of surface textures for example for improved energy efficiency, bone growth in artificial implants, and others.
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 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
Stochastic Index Numbers and Their Application in Accounting, Economics and Finance. Index numbers of prices, such as the Consumer Price Index and the All Ordinaries Index, are among the most important economic statistics for the whole economy. But despite their importance, currently constructed price indexes do not use all the information available in the underlying price data, namely the dispersion among the individual prices. This project will develop and apply a methodology for a new approa ....Stochastic Index Numbers and Their Application in Accounting, Economics and Finance. Index numbers of prices, such as the Consumer Price Index and the All Ordinaries Index, are among the most important economic statistics for the whole economy. But despite their importance, currently constructed price indexes do not use all the information available in the underlying price data, namely the dispersion among the individual prices. This project will develop and apply a methodology for a new approach to index numbers that incorporates this information and leads to tractable ways of estimating the whole distribution of the index value, rather than just one number. The practical usefulness of this mthodology will be demonstrated with applications in accounting (sustainable earnings), economics (real exchange rates) and finance (share prices).Read moreRead less
Discovery Early Career Researcher Award - Grant ID: DE160101313
Funder
Australian Research Council
Funding Amount
$383,536.00
Summary
New chromatography-electrophysiology methods for semiochemical discovery. The aim of this research is to develop new tools for discovering natural products that mediate insect-insect and plant-insect communication. Knowledge of such semiochemicals is critical for many applications in conservation biology, agriculture, and horticulture. Many of these compounds are difficult to identify with current chemical and electrophysiological methods. The goal is to develop new technology combining state-of ....New chromatography-electrophysiology methods for semiochemical discovery. The aim of this research is to develop new tools for discovering natural products that mediate insect-insect and plant-insect communication. Knowledge of such semiochemicals is critical for many applications in conservation biology, agriculture, and horticulture. Many of these compounds are difficult to identify with current chemical and electrophysiological methods. The goal is to develop new technology combining state-of-the-art chemical separation techniques and electroantennography to enable detection and identification of a broad range of chemicals of biological importance. The intended outcome is to apply this technology to pollination systems of plants of conservation and evolutionary significance, and of commercial importance in terms of insect control and pollination.Read moreRead less
Energy-saving design: investigation of the thermal performance of rammed earth residential buildings. Housing people in Australian remote communities is energy intensive. This is particularly true in hot regions, where the house running costs are significant due to air-conditioning units functioning 24 hours a day, for most of the year. Rammed earth houses in dry-arid climate zones should not require any air-conditioning in summer. This project aims to investigate the optimal thermal performance ....Energy-saving design: investigation of the thermal performance of rammed earth residential buildings. Housing people in Australian remote communities is energy intensive. This is particularly true in hot regions, where the house running costs are significant due to air-conditioning units functioning 24 hours a day, for most of the year. Rammed earth houses in dry-arid climate zones should not require any air-conditioning in summer. This project aims to investigate the optimal thermal performance of two occupied houses using a novel sensor network. It aims to deliver new evidence on the thermal performance of rammed earth buildings to inform energy-efficiency decision frameworks and enhance the wellbeing of Indigenous communities in hot regions.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