Projects per year
UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. Our work contributes towards the following SDG(s):
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Profiles
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Ivan Guo
- School of Mathematics - Associate Professor
- Centre for Quantitative Finance and Investment Strategies - Director
Person: Academic, Research
Projects
- 3 Finished
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Integrating energy storage into the NEM: Bidding, clearing, settlement, dispatch and ancillary markets
Roger, G. (Primary Chief Investigator (PCI)), Rieger, J. (Chief Investigator (CI)), Guo, I. (Chief Investigator (CI)), Goeree, J. (Chief Investigator (CI)), Karaduman, O. (Chief Investigator (CI)) & Pandey, S. (Project Manager)
2/03/22 → 31/07/24
Project: Research
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Data61 CRP #46 - Risklab Projects - Mathematical Sciences (Hamza) 2020-22
Zhu, Z. (Primary Chief Investigator (PCI)), Guo, I. (Chief Investigator (CI)), Hamza, K. (Chief Investigator (CI)), Klebaner, F. (Chief Investigator (CI)), Lee, G. M. (Chief Investigator (CI)), Dong, W. (Chief Investigator (CI)), Langrene, N. (Chief Investigator (CI)) & Knight, K. (Project Manager)
1/07/20 → 30/06/23
Project: Research
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Development of efficient computational techniques for convection-diffusion-reaction type problems in econophysics
Mishra, C. (Primary Chief Investigator (PCI)), Mishra, M. (Chief Investigator (CI)), Loeper, G. (Chief Investigator (CI)) & Guo, I. (Chief Investigator (CI))
25/06/19 → 24/06/21
Project: Research
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An L-Moment Approach for Portfolio Choice under Non-Expected Utility
Fallahgoul, H., Mancini, L. & Stoyanov, S., 2025, In: Journal of Financial Econometrics. 23, 2, 47 p., nbae027.Research output: Contribution to journal › Article › Research › peer-review
Open Access2 Citations (Scopus) -
On the exponential integrability of the derivative of intersection and self-intersection local time for Brownian motion and related processes
Das, K., Markowsky, G. & Wu, B., May 2025, In: Stochastic Processes and their Applications. 183, 14 p., 104592.Research output: Contribution to journal › Article › Research › peer-review
Open Access -
Asymptotic Properties of ReLU FFN Sieve Estimators
Fabozzi, F. J., Fallahgoul, H., Franstianto, V. & Loeper, G., 2024, (Accepted/In press) In: Studies in Nonlinear Dynamics and Econometrics. 26 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access1 Citation (Scopus)
Press/Media
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Alessio Figalli's Fields Medal and Optimal Transport
Loeper, G.
28/08/18
1 Media contribution
Press/Media: Expert Comment