Preloader

Author: CMCRC

QUALITY IS KING IN AUSTRALIAN EQUITY INVESTING SAY RESEARCHERS

| Posted on

nvestment study shows one way “Flight to Quality” is the way forward for Australian retirees in the long term, especially as it comes with “downside protection”. Camille Schmidt CMCRC PhD Candidate Macquarie Graduate School of Management Professor David Gallagher CMCRC Project Leader Macquarie Graduate School of Management Keywords: Investment Management Future retirees and the baby boomer

Read More

MACHINE LEARNING THE NEW BLACK

| Posted on

Speaker: Liz Moore, Telstra Seminar Date: Tuesday April 19 2016, 12.00pm Abstract: We explore why there has been so much hype associated with machine learning techniques in recent times.  We look at a range of commercial and practical examples of using machine learning techniques in modelling customer behaviours.  We compare the outcomes obtained using machine learning techniques vs traditional statistical

Read More

HOW DO PRE-TRADE TRANSPARENCY IMPROVEMENTS AFFECT LIMIT ORDER BOOK INFORMATION?

| Posted on

A new study looks at evidence from the Sydney Futures Exchange (SFE) on the influence of improved pre-trade transparency (PTT) on the information content of the limit order book (LOB). Kevin Sun CMCRC PhD Researcher U. of South AustraliaHe graduated with a First Class Honours degree from Monash University and was the winner of the

Read More

MAKING BIOMEDICAL ANIMATIONS

| Posted on

Speaker: Chris Hammang, Garvan Institute of Medical Research Seminar Date: Tuesday September 27 2016, 12.00pm Abstract: In this presentation, Christopher will present some of the animations he has produced and give a special behind the scenes look at the production of his videos. He will dissect the processes and creative choices which result in engaging and insightful work.

Read More

HOW DOES THE PRIVATE AND PUBLIC RELEASE OF ANALYST RECOMMENDATIONS AFFECT THE MARKET?

| Posted on

A CMCRC study reveals that prior to the public release of stock recommenda- tions, associated institutions experience abnormal trading volume suggesting evidence of “tipping” to privileged clients. This effect is greatest for small and mid-cap stocks. Ming Ying Lim CMCRC PhD candidate Macquarie U. A/Professor Andrew Lepone CMCRC Research Associate U. of Sydney Keywords: Capital markets,

Read More

CUSTOMER CHURN ANALYSIS

| Posted on

Speaker: Gavin Whyte, KPMG Seminar Date: Tuesday September 20 2016, 12.00pm Abstract: TBA. Biography: As a Director of Data Science for KPMG, and a machine learning specialist, he focuses on Data Science models for predictive capabilities. He has worn many hats in his career from software programmer, researcher, manager, strategist, technical reviewer for manning publications and Data Scientist. He has

Read More

HOW DO UNDERWRITERS TRADE?

Underwriters of dividend re-investment plans have a legitimate interest in hedging their exposure by going short. However new evidence from CMCRC researchers finds significant abnormal selling volume in the underwriting broker’s channel during the pricing period resulting in a lower issue price. Sean FoleyLecturer, U. SydneyU. of Sydney Produced in collaboration with Associate Professor Graham

Read More

BI REVOLUTION – BRINGING BUSINESS INTELLIGENCE INTO THE 21ST CENTURY

| Posted on

Speaker: Kate Carruthers,UNSW Seminar Date: Tuesday September 6 2016, 12.00pm Abstract: Kate Carruthers is Chief Data Officer for UNSW Australia, and an Adjunct Senior Lecturer in the School of Computer Science & Engineering. Kate has extensive experience in senior executive roles for diverse organisations such as GE, AMP, Westfield and State Government. She has also lectured in postgraduate business and accounting

Read More

COMPUTER SCIENTISTS PUSH BOUNDARIES TO CREATE AUTOMATED NEWS SOFTWARE

| Posted on

The development of a sophisticated and workable Named Entity Linking (NEL) system will enable the creation of new software allowing users to find vast amounts of news information about a named entity at the touch of a button. Will Radford CMCRC PhD candidate U. of Sydney A/Professor James Curran CMCRC Research Associate U. of Sydney

Read More

TELEHEALTH: MONITORING CHRONICALLY SICK PATIENTS ON A DAILY BASIS

| Posted on

Speaker: Ross Spark, Data61 Seminar Date: Tuesday August 30 2016, 12.00pm Abstract: The telemonitoring of vital signs from the home is an essential element of telehealth services for the management of patients with chronic conditions such as Congestive Heart Failure (CHF), chronic obstructive pulmonary disease (COPD), diabetes or poorly controlled hypertension. We discuss use of vital signs data for the

Read More