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Grant Award View - GA68383-V1
Deep learning based time series modeling and financial forecasting
GA ID:
GA68383-V1
Agency:
Australian Research Council
Approval Date:
19-Dec-2019
Variation Publish Date:
7-Feb-2020
Variation Date:
5-Feb-2020
Category:
Humanities, Arts and Social Sciences (HASS) Research
Grant Term:
1-Feb-2020 to 31-Jan-2023
Value (AUD):
$280,000.00
(GST inclusive where applicable)
Varies:
GA68383
- Deep learning based time series modeling and financial forecasting
One-off/Ad hoc:
No
Aggregate Grant Award:
No
PBS Program Name:
ARC 19/20 Discovery
Grant Program:
Discovery Projects
Grant Activity:
Deep learning based time series modeling and financial forecasting
Purpose:
This project pursues breakthroughs in time series modelling and develops novel statistical models and inference techniques, with a focus on modelling of financial time series data. The advances will be achieved through interdisciplinary research, combining recent advances in machine learning, Bayesian computation, financial econometrics and the increasing availability of Big Data. The outcomes will provide a new range of proven and powerful approaches for analysing time series and understanding time effects. The methodologies developed will lead to a greater accuracy in financial forecasting and risk management, and open up new horizons for the wider scientific community to analyse time series data.
GO ID:
GO Title:
Discovery Projects for funding commencing in 2020
Internal Reference ID:
DP20 Round 1
Selection Process:
Targeted or Restricted Competitive
Confidentiality - Contract:
No
Confidentiality - Outputs:
No
Grant Recipient Details
Recipient Name:
The University of Sydney
Recipient ABN:
15 211 513 464
Grant Recipient Location
Suburb:
FOREST LODGE
Town/City:
FOREST LODGE
Postcode:
2037
State/Territory:
NSW
Country:
AUSTRALIA
Grant Delivery Location
State/Territory:
NSW
Postcode:
2037
Country:
AUSTRALIA