CMCRC researchers show that China is still on track to reshape the global oil marketTalk of a petroyuan replacing the petrodollar has been called “premature”, but analysis from CMCRC shows that China’s new crude oil futures contract is exceeding expectation when compared to the established US and European exchanges in key areas.In March 2018, The
Two Australian research centres already responsible for some of the biggest innovations in market quality enhancements in health, capital and other markets have merged – creating a global translational research powerhouse based in Sydney. Capital Markets CRC and SIRCA both have outstanding individual track records of success in bringing global industry together with Australian and
Dr Vito Mollica has won the 2018 ACGR Executive Committee Award for Excellence in Promoting Industry Engagement in Graduate Research. The accolade is awarded to an individual or team of HDR supervisors, coordinators or professional staff who have initiated or supported innovative and transformational engagement between higher degree research candidates and industry partners. The ACGR selection panel
Our guest speaker on Wednesday was PhD candidate Geoffrey Chang in the Finance Market Quality program discussed how his industry partner, illion and himself are using a unique data set provided by a major Australian credit reporting body – a consisting of profile and transactional data from over 15 million individuals and entities. Geoffrey has developed
A study by CMCRC researchers presents a fresh look at extracting apposition from large collections of news, web and broadcast text in order to turn unstructured news stories into “computable data”. News is about interactions between entities ‐ people, places and organisations ‐ and understanding stories requires interpreting the entities in them and their attributes.
This paper analyzes how a maker-taker fee reduction affects market competition, liquidity, and high frequency trading. The purposes are threefold: 1) whether reducing the exchange maker-taker fee attracts liquidity from off-exchange venues; 2) holding the net exchange fee relatively constant, whether the components of the maker-taker fee change matter; and 3) how HFT responds to
Researcher discovers that a combination of adversarial learning and sparse modelling techniques improves the performance of an email/spam classifier. Fei Wang CMCRC PhD candidate U. of Sydney Prof Sanjay Chawla CMCRC Research Leader U. of Sydney Classifiers are widely used in many computer-based applications to the bene- fit of virtually all computer users. An
Study looks at combining text data and financial quantitative data to produce a model for predicting a stocks daily return. Tony Zhao Zhao is a PhD student at Macquarie University. He has worked on a wide range of topics including embedded systems, digital signal processing, machine learning, large-scale data processing and natural language processing but
The funds management industry has grown rapidly over the past decades and plays a vital role in making financial market more efficient and to provide value to its investors. There are a wide variety of institutional investor types, all with different characteristics which potentially can result in a differing ability to predict future stock performance. Hedge funds
When the price of a listed security changes by an abnormal amount, the ASX typically issues a price query (PQ). There are two possible explanations for an abnormal price change: 1. It was an anomalous movement, or 2. It was driven by an investor’s information advantage. Identifying the difference between these explanations is the primary