UNSW Major Research Equipment & Infrastructure Scheme

 
Year Research Topic & Grant Amount
2011 Hardware and Software Infrastructure for Ontology Based Multi Agent Systems (OBMAS): jointly with P. K. Ray, Information Systems, Technology and Management $90,000
 

Special UNSW Grant

 
Year Research Topic & Grant Amount
2008 UNSW Australian School of Business Awards: Modelling Spot Electricity Prices, jointly with V. Hooper and J. Reeves. $20,000
 
ARC Discovery Project Grant
 
Year Research Topic & Grant Amount
2007,
2008,
2009
A. R. C. Discovery Project Grant (DP0770719),Managing E-Business Security using Ontology-Based Multi-Agent Systems”, jointly with P. K. Ray, N. Parameswaran, R. Jamieson, L. M. Lewis. $95,000
$55,000
$80,000
 

Special UNSW Grant

 
Year Research Topic & Grant Amount
2006 UNSW Goldstar Awards: Ontology-Based Multi-Agent Systems - A New Paradigm for Managing Online e-Finance Systems, jointly with P. K. Ray, R. Jamieson, and L. M. Lewis. $30,000
 
ARC Research Network
 
Year Research Topic & Grant Amount
2004-2009 Financial Integrity Research Network (RN0460246) – Member of a group securing a seed grant from the Australian Research Council
http://www.firn.net.au/network/index.html#a
$1.75M
 

Special UNSW Grant

 
Year Research Topic & Grant Amount
2004 UNSW Goldstar Awards:  Linkages in Speculative Prices and Global Asset Allocation $30,060
 
Large ARC Research Grants
 
Year Research Topic & Grant Amount
2001,
2002,
2003
Large A. R. C. Research Grant (A00103864),Dynamic Evolution of the Term Structure of Interest Rates”, jointly with Prof. C. Chiarella
 
$48,760
$44,000
$49,000
2000,
2001,
2002
Large A. R. C. Research Grant (A10010022), “The Time Variation of Beta Coefficients Implied by Prices of Derivative Securities”, jointly with Prof. C. Chiarella $44,000
$45,000
$47,000
 
Small ARC Research Grant
 
Year Research Topic Amount
1999  “Time Variation of Financial Market Risk Premia in Different Economies”, Jointly with Prof. C. Chiarella. $13,000
1998 “Modelling the Australian Forward Exchange Premium in a Markov-State Switching Framework”, Jointly with Prof. C. Kearney $10,500
1997 “Application of Theory and Solutions of Forward-Backward Stochastic Differential Equations in the Valuation of American Contingent Claims”, Jointly with Prof. C. Chiarella, Ms. N. El-Hassan $13,500
 
 
Private Industry Research Grant
 
Year Research Topic Amount
1997 Australian Stock Exchange Research Grant, “Price Volatility As A Determinant of Volume of Options Traded”, Jointly with Prof. C. Chiarella $12,000
 
 
Special Research Grants
 
Year Research Topic Amount
1998 Special Research Grant, The University of New South Wales, “Estimation of the Unobserved Diffusion Process for Interest rate in the Heath-Jarrow-Morton Framework” $4,000
1998 Faculty of Business Research Grant, “Time variation of Beta Coefficients implied by prices of Derivative Securities”, Jointly with Prof. C. Chiarella $10,000
1996 Faculty Research Grant, “Forward-Backward Stochastic Differential Equations and the Valuation of Contingent Claims with General Payoff Functions in Stochastic Interest Rate / Stochastic Volatility Environment”, Jointly with Prof. C. Chiarella, Ms. N. El-Hassan $10,000
1996 Internal Large Research Grant (Featured in Newsmaker section of Anchor (22 April - 5 May, 1996), “Volatility Structure of Interest Rate Markets”, Jointly with Prof. C. Chiarella $25,000
1995 Faculty Research Grant, “Asset Price Dynamics”, Jointly with Prof. C. Chiarella, Dr. A. Khomin $15,000
1994 Macarthur Research Board Award (University of Western Sydney), “The Effects of Volume on Australian Dollar Currency Prices”, Jointly with J. Batten $ 4,250
 
 
 
 
   
   
 
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