Applications of Information Theory to Economics and Finance
Access Status
Open access
Authors
Singh, Ranjodh
Date
2019Supervisor
Felix Chan
Type
Thesis
Award
PhD
Metadata
Show full item recordFaculty
Business and Law
School
Economics, Finance and Property
Collection
Abstract
This thesis demonstrates the valuable contributions of information theory in analysing a diverse set of problems in Economics and Finance. Problems include predicting liquidation risk of financial assets, analysing cyclical behaviour of financial returns, searching for socio-economic determinants of body mass index and modelling population dynamics in regional and remote Australia. The results enhance our understanding of uncertainty associated with these problems and expand our existing techniques to analyse a wide range of socio-economic issues.
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