Climate Litigation Risk: AI-Enhanced Greenwashing Detection

Siu, K. (Primary Chief Investigator), Zhou, C. (Primary Chief Investigator), Alam, S. (Primary Chief Investigator), Gao, M. (Primary Chief Investigator), Luo, L. (Primary Chief Investigator), Marrone, M. (Primary Chief Investigator), Sofronov, G. (Primary Chief Investigator), Smith, T. (Primary Chief Investigator) & Xu, Q. (Primary Chief Investigator)

Project: Research

ARC - DP: Two-Price Quantitative Finance

Siu, K. (Primary Chief Investigator), Elliott, R. J. (Chief Investigator) & Madan, D. (Partner Investigator)

7/02/19 → 31/12/22

Project: Research

G-Expectation and Its Applications to Nonlinear Risk Management

Siu, K. (Primary Chief Investigator), Elliott, R. (Chief Investigator) & Peng, S. (Partner Investigator)

1/01/13 → 31/12/18

Project: Research

A Bayesian Nonparametric Approach for Corporate Default Risk Analysis

Siu, K. (Primary Chief Investigator), Lau, J. (Chief Investigator), Pitt, D. (Chief Investigator), Tickle, L. (Chief Investigator), Trueck, S. (Chief Investigator) & Zhou, X. (Chief Investigator)

1/01/12 → 31/12/12

Project: Research

Fair Valuation of Modern Insurance Products Under GARCH -type Models: From Market Risk to Mortality Risk

Siu, K. (Primary Chief Investigator), Zhou, X. (Chief Investigator), Tickle, L. (Chief Investigator) & Levick, A. (Other)

8/04/11 → 31/12/13

Project: Research