The improvement of investment approaches by developing and applying bootstrap methods to innovative evolutionary kernel-based subset time-series modelling.
The improvement of investment approaches by developing and applying bootstrap methods to innovative evolutionary kernel-based subset time-series modelling.
批准号:
LP0883801
负责人:
Prof Terence O'Neill
金额:
$1.54万
依托单位国家:
澳大利亚
项目类别:
Linkage Projects
财政年份:
2009
资助国家:
澳大利亚
项目状态:
已结题
起止时间:
2009-07-30 至 2010-05-31
中文摘要
随着超过1万亿美元的投资者资金掌握在基金经理手中,在所有行业部门进行有效投资决策的重要性不言而喻。即使设定了系统地改善决策能力1%或2%的适度目标,考虑到复合效应,所实现的总体经济效益也将是巨大的。任何发达国家或发展中国家都将受益于这种先进的决策方法。因此,必须建立更复杂的统计方法,并进行实际应用,以促进对金融投资和其他相关部门复杂性管理的理解。
英文摘要
With over $1 trillion of investors' monies in the hands of fund managers, the importance of efficient investment decisions across all industry sectors is self evident. Even if the modest target of systematically improving decision making by 1 or 2 % is set, the aggregate economic benefit achieved, given the compounding effects will be enormous. Any developed or developing country will profit from such advanced decision-making approaches. Therefore it is critical that more sophisticated statistical methods be established, and practical applications conducted, in order to advance the understanding of complexity management in the financial investment and other relevant sectors.
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