Research

The papers listed below are a selection of research published in statistics, finance, risk management, and industrial optimisation.

Published papers

Statistics: Various analyses

1. Temporal assessment of heatwaves using Cox proportional hazards
2. Classification in horse race prediction through principal component decomposition

Climate Risk: Adaptive analysis

1. Preserving value through adaptation to climate change
2. Pricing weather derivatives
3. Climate change adaptation in industry and business
4. Investing in adaptive capacity
5. Natural disasters, insurance stocks and the numeraire portfolio
6. Catastrophes and insurance stocks
7. Optimising adaptation decisions using contingent claim valuation

Financial Research: Quantitative analysis and valuation

1. Capital valuation and sustainability
2. Futures price estimates using the seasonal Nelson-Siegel model
3. Intraday empirical analysis of electricity price behaviour
4. A comparative analysis of electricity generation cost: OECD vs non-OECD
5. Retirement income sufficiency through personalised glidepaths
6. Marginal abatement cost curves: Retrofitting carbon capture and storage
7. Multi-criteria evolutionary algorithms for crop management
8. Conditional allocations to real estate: An antidote to sequencing risk in defined contribution retirement plans
9. Retirement adequacy through higher contributions
10. Quality differentials and the seaborne thermal coal market
11. Agent modelling of technology adoption in agriculture
12. Collaborative patterns and power imbalance in strategic alliance networks
13. Japanese investment through the demise of concessional financing
14. Optimising stockpiles using a dynamic cost flow model
15. Convertible bonds and stock liquidity
16. Time Variation in the allocation to real estate assets
17. Convenience yield and the theory of storage: an option-based approach
18. The European energy complex: an integrated market?
19. Efficient portfolios Using time-varying correlations
20. Inferring risk aversion for decentralized investment portfolios
21. An evolutionary algorithm for defined contribution schemes
22. An algorithm for cleaning high frequency data

Corporate Research: Reports

1. Strategy war games: how business can outperform the competition
2. Allocating real estate assets to retirement portfolios
3. Wealth portfolios and elite professional athletes
4. Islamic finance and resources: Project finance
5. Structured Islamic finance options for the resources sector
6. Prediction framework for cyber-attacks to precision agriculture
7. Advances in data security for more effective decision-making in agriculture
8. Competition barriers to Paraguayan beef exports: an economic review
9. Improving retirement adequacy through asset class prioritization
10. Withdrawal capacity and health and aged-care expenses during retirement
11. Financial advisor participation rates and low net worth investors

Instruction: Teaching statistics and quantitative methods

1. Financial literacy education and behaviour for product design
2. Teaching data science: curriculum validation
3. Validating curriculum development using text mining
4. Examining ethics education in quantitative finance
5. Interdisciplinary team teaching
6. Quantitative methods in finance: ethics
7. Approaches to learning in technology fields for graduate employability