https://github.com/dylanjm/senior_thesis

Paper and code analyzing and comparing the performance of a hidden markov model and neural network for predicting economic regime changes.
https://github.com/dylanjm/senior_thesis

Last synced: 12 months ago
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Paper and code analyzing and comparing the performance of a hidden markov model and neural network for predicting economic regime changes.

• Host: GitHub
• URL: https://github.com/dylanjm/senior_thesis
• Owner: dylanjm
• Created: 2018-04-08T05:22:48.000Z (over 8 years ago)
• Default Branch: master
• Last Pushed: 2018-04-11T02:57:51.000Z (over 8 years ago)
• Last Synced: 2025-03-28T05:51:05.509Z (over 1 year ago)
• Language: R
• Homepage:
• Size: 9.15 MB
• Stars: 1
• Watchers: 1
• Forks: 4
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

          
# "Dynamic Factor Markov Switching Model & Neural Networks"

## "Dylan McDowell"

## "April 7, 2018"

This is a repository holding all the information contained in my senior project where I analyze the performance of two models when predicting business cycle turning points. 

Here are some interesting plots I've made:

![](final_plots/recession_pretty.png)

![](final_plots/us_recession.png)

![](final_plots/time_series.png)

![](final_plots/histogram_plots.png)

![](final_plots/final_model_plot.png)

![](final_plots/reduced_model_plot.png)

![](final_plots/nn_training_plot.png)