Abstract
Many economic and financial systems, including financial markets, financial institutions, and macroeconomic policy making can be modelled as systems of interacting agents. Graphical models, which are the main focus of this chapter, are a means of estimating the relationships implied by such systems. The main goals of this chapter are (1) acquainting the readers with graphical models; (2) reviewing the existing research on graphical models for economic and finance problems; (3) reviewing the literature that merges graphical models with other machine learning methods in economics and finance.
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Seregina, E. (2022). Graphical Models and their Interactions with Machine Learning in the Context of Economics and Finance. In: Chan, F., Mátyás, L. (eds) Econometrics with Machine Learning . Advanced Studies in Theoretical and Applied Econometrics, vol 53. Springer, Cham. https://doi.org/10.1007/978-3-031-15149-1_8
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DOI: https://doi.org/10.1007/978-3-031-15149-1_8
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