The improvement of investment approaches by developing and applying bootstrap methods to innovative evolutionary kernel based subset time- series modelling

The project will improve investment approaches by applying innovative statistical algorithms, using bootstrap methods, to modelling and data analysis. The project comprises 4 programs: developing and applying bootstrap approaches to innovative evolutionary kernel-based subset time-series modelling for investment improvement; assessing the dynamic and evolving relations among oil prices, inflation risks and financial activities through the development of new statistical models; modelling and predicting large financial market crashes/crises through financial market movements; and benchmarking and evaluating the performance of investment funds, in particular those involved in superannuation investment associated with retirement.