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Three Essays Applying Dynamic Models In Economics, Finance, And Machine Learning, Lucas C. Dowiak
Three Essays Applying Dynamic Models In Economics, Finance, And Machine Learning, Lucas C. Dowiak
Dissertations, Theses, and Capstone Projects
This dissertation is a composition in three parts. Collectively, these essays investigate dynamic methods and their application in the fields of Economics, Finance, and Machine Learning. It pulls liberally from all three. In particular, this dissertation makes repeated use of multi-state modeling frameworks popular in Economics to bring a faceted view to the underlying data and detect its hidden heterogeneity. The challenge of modeling financial assets and estimating their dependence is another focus. For stimulus, concepts in the Machine Learning field are brought in to aid or compete with established econometric techniques.
Econometric Applications of the Hierarchical Mixture-of-Experts
In this …