Prof. Edmund Lai of NTU gives some suggestions over research(http://www.ntu.edu.sg/home/asmklai/research1.htm):
Research is to discover answers to your scientific questions in the form of solutions or explanations. ...requires diligent continuous efforts.
Finding Research Goals:
1. Solving an Open Problem
2. Improving an Existing Result
3. Simplifying an Existing Proof
4. Reformulating an Existing Problem
5. Discovering a New Field and Theory
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