Friday 22 January 2021
INDUSTRY RESEARCH COLLABORATIONS
WITH A MAJOR BANKA report was prepared that gives a methodology for modelling the time-dependent evolution of customer credit ratings (CCRs) and risk, and for constructing confidence regions for the default probability associated with specific values of CCR. The report was prepared by Chief Investigators Peter Hall, Peter Taylor and Kostya Borovkov. Subsequent training day participation by Kostya Borovkov and Colin Thompson (Associate Investigator) is indicative of an ongoing association.
Aihua Xia, Kostya Borovkov and Peter Taylor have also established a research seminar series with the bank that focuses on modelling the "smile" effect of volatility on the strike price of commodities.
WITH THE HOWARD FLOREY INSTITUTETony Guttmann, Peter Taylor and Kostya Borovkov have initiated a project with the Howard Florey Institute to work with psychiatrists, geneticists and nuclear magnetic resonance (NMR) specialists to study the NMR spectra of cerebro-spinal fluid to seek indicators of various conditions. It is hoped that variations in spectra will be able to diagnose various medical conditions more rapidly and economically than existing methods.
WITH BHP BILLITONTogether with AMSI, Centre researchers plan to undertake a study of various mathematical aspects of Project Evaluation. Project Evaluation is in its infancy, but attempts to quantify risk and uncertainty at various stages in the lifetime of a major project, from inception to full commitment.
WITH THE DEPARTMENT OF PRIMARY INDUSTRIES, VICTORIAA project to determine marine species age distribution based on more accessible measures such as weight or length distribution is being undertaken. One approach is currently being explored by Peter Hall and Ryan Elmore. Other approaches are being considered by Kostya Borovkov.
WITH FINANCE INDUSTRY REPRESENTATIVES IN SYDNEYOn December 11, Tony Guttmann and the University of NSW-based Chief Investigators attended a lunch for friends in industry, especially the Sydney-based finance industry. Those present included Inna Kolyshnika (Price Waterhouse Cooper), Mark Young (Commonwealth Bank), Eugene Dubossarsky (Ernst and Young), and David Shteinman (Stamen Paper), together with Sydney based academics, and the Head of the School of Mathematics at the University of NSW, Michael Cowling. The topics discussed included the possibility of academics spending sabbaticals in industry, and of INDUSTRY LINKS contd.
Industry people spending time in academia (a model for this being the proposed Centre Industrial Fellowship for David Shteinman at the University of NSW in 2004). Also discussed was the role that the Centre might play in the development of the new discipline of analytics.
WITH DSTO, PYRMONTTony Dooley initiated discussions with the warfare group at DSTO in Pyrmont. He gave a seminar on dynamical systems there in October 2003, and the Head of Warfare, Bernard Kachoyan, has accepted an invitation to spend several weeks visiting the Centre in 2004. Kachoyan is interested in understanding the extent to which a modern battlefield can be understood as a dynamical system.
WITH BAESYSTEMSPeter Hall and Kirk Hampel have developed a methodology for predicting, up to eight seconds in advance, the angle through which a ship rolls in the sea. Four different methods were implemented and explored, and further nonlinear techniques are currently under investigation.
WITH WOLFRAM RESEARCH INCReinout Quispel is collaborating with Wolfram Research Incorporated in the area of algorithm deveopment. Wolfram Research have donated two copies of their scientific computing programme Mathematica to the Centre this year.
WITH AN ENERGY PROVIDERPhil Pollett and Martin O'Hely collaborated with Ergon Energy (Queensland) on stochastic modelling of electricity supply performance indices. They provided performance estimates of the Ergon power network in 2005 and 2006.
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