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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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