This project showcases a spectrum of technical skills in a nontraditional actuarial setting. Many methods are known for analyzing and predicting movement in a financial market and quantifying risk. We seek to give similar treatment in the case of Spotify's Top Charts, where popularity "drives up" the ranking (price) of a given index (song). In particular, we draw special attention to Queen's "Bohemian Rhapsody". Put concisely, in all of Spotify's . . .
Demography and the concept and analysis of an "optimal" population poses an economic framework for population resources versus costs. In Spring 2019 I've taken a course on Economic Demography, comparing and analyzing population, fertility, and age-structure models as well as testing these theories versus historical data and simulations in R. Numerous economic concepts and analysis techniques can be abstracted or applied to actuarial, financial economic, or data analytics type work. . . .
AbstractThe identification of factors that predict the cross-section of stock returns has been a focus of asset pricing theory for decades. We address this challenging problem for both equity performance and risk, the latter through the maximum drawdown measure. We test a variety of regression-based models used in the field of supervised learning including penalized linear regression, tree-based models, and neural networks. Using empirical data in the US market from . . .