Current Grants
Australian Research Council Discovery Project
Understanding and Modelling Weather Derivatives in Australia for the Purpose of their Accurate Pricing: a Statistical and Econometric Investigation, 2006-8, $200,000 (with A S Hurn; W K Härdle; A J Lawrance; W K Li; and K A Lindsay) (file number DP0666266).
Australian Research Council Research Networks
Financial Integrity Research Network (FIRN), 2004 to 2009, $1,750,000, plus $40,000 initial seeding (with C Chiarella; E Platen; A D Hall; R A Maller; T Smith; C C Heyde; D E Allen; P Kofman; H M Anderson; F C Klebaner; R W Faff; A S Hurn; R A Heaney; R D Brooks; P L Swan; R Bhar; E A Valdez; B Goldys; K Burrage; T J Brailsford; H C Luckock; P R Brown; F D Foster; T S Walter; R J Kohn; I G Sharpe; M L Briers; and B D Grundy) (file number RN0460246).
Australian Research Council Linkage-International-Award
Financial Instability and Risk Management: New Statistical Treatment of the Occurrence and Persistence of Shocks in International Markets, 2005-7, $24,298 (with D Guégan) (file number LX0561016).
Past Grants
Australian Research Council Discovery/Large Projects
Novel Non-parametric Methods for Computing Financial Risk, 2003-2005, $90,000 (with A S Hurn) (file number DP0344083).
Development of Environmental Health Indicators in the Context of Sustainable Development, 2002-2004, $115,500 (with S Tong; R Gerber; and K Verral) (file number DP0211869).
Convergence Diagnostics for Markov Chain Monte Carlo: a Non-parametric and Non-Linear Dynamical Systems Approach, 1998 to 2000, $99,906 (with K L Mengersen) (file number 9900426).
Australian Research Council Linkage/SPIRT Projects
Mining Venture Risk: Novel Econometric Methods to Integrate Joint Financial and Geological Uncertainty into Dynamic Risk Forecasting Measures, 2004 to 2006, $47,112 plus one APA(I), (with I Sheppard; Xstrata Queensland Ltd) (file number LP0455483).
Statistical Activity Cost Allocation to Support Return and Risk Management, 2001-2003, $142,612 plus two APA(I)s, (with R J Willett; B Pham; and Value Focus Consulting Ltd) (file number A69803926).
Criminal Justice System Modelling: Queensland Juvenile Justice System, 2001-2003, $135,000 plus one APA(I), (with I O'Connor; A Stewart; Queensland Department of Families; and Queensland Treasury).
Statistical Methodology Contributing to Decision Support Capability for Evidence-Based Practice Using Two Public Hospitals in Brisbane as Models for Australia, 2000-2002, $295,000, (with A N Pettitt; K L Mengersen; The Prince Charles Hospital; and Princess Alexandra Hospital) (file number C10024120).
Australian Research Council Linkage-International
Modelling Hidden Processes which Drive Economic and Financial Systems, 2005, $55,624 (with A S Hurn; and J J Collet) (file number LX0560332).
Australian Research Council Linkage-Infrastructure Equipment and Facilities
Queensland Computational Grid Enhancement Project, 2006, $500,000 (with I W Turner; R Stonier; AN Pettitt; P Timms; B Verma; V V Anh; M Mahendran; D L McElwain; M Dhanasekar; E P Dawson; C R Cole; and J A Young) (file number LE0668502).
Social Science Advanced Data Modelling, Analysis and Visualisation Facility, 2004, $102,900 (with M Western; J Baxter; M Bell; P Boreham; T Breusch; A Dobson; J Eccleston; L Mazerolle; D Mitchell; and R Stimson) (file number LE0453870).
National Health and Medical Research Council Projects
Climate Variability and Ross River Virus, 2003 to 2005, $160,000 (with S Tong; N Nicholls; P Dale; and A McMichael).
UK Science and Engineering Research Council Large (now EPSRC)
Numerically Intensive Methods in Statistics, 1993-1996, £58,451 (with DM Titterington; I Ford; A W Bowman; and E M Scott).
Neural Networks and Statistics, with Applications, 1992-1995, £88,118 (with DM Titterington).
Miscellaneous Other
Selby Fellowship for Dr L A Smith (University of Oxford), Australian Academy of Science Grant, 2002, $10,000 (with A Lister; T Brailsford; T Brown; L Forbes; L Jennings; and J Robinson).
On the Applications and Limitations of Discretised Chaotic Maps for the Encryption of Messages on a Binary Alphabet, using Flexible Non-parametric Statistical Methods, Australian Research Council Small Grant, 2000, $6,200.
Enhancement of Numerical Solution of Partial Differential Equations using Non-parametric Statistical Methods, with Applications to Environmental and Financial Modelling, Australian Research Council Small Grant, 1999, $10,000 (with I W Turner).
Nonlinear Time Series, Stochastic Networks and Allied Modern Statistical Techniques, ANU National Mathematics Symposium Grant, $6,500 (with D Guégan).
Recent Advances in Time Series, National Mathematics Symposium Grant, 1996, $7,500.
Conference and travel funds, Ian Potter Foundation Award, 1996, $1,000.
Conference funds, Shell Research Ltd UK Grant, 1992, £1,000.
Equipment grant, Harold Hyam Wingate Foundation UK Award, 1991, £6,000.