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Financial data in banks are unstructured and complicated. It is challenging to analyze these texts manually due to the small amount of labeled training data in financial text. Moreover, the financial text consists of language in the economic domain where a general-purpose model is not efficient. In this thesis, data had collected from MFN (Modular Finance) financial news, this data is scraped and persisted in the database and price indices are collected from Bloomberg terminal. Comprehensive study and tests are conducted to find the state-of-art results for classifying the sentiments using traditional classifiers like Naive Bayes and transfer learning models like BERT and FinBERT. FinBERT outperform the Naive Bayes and BERT classifier. The time-series indices for sentiments are built, and their correlations with price indices calculated using Pearson correlation. Augmented Dickey-Fuller (ADF) is used to check if both the time series data are stationary. Finally, the statistical hypothesis Granger causality test determines if the sentiment time series helps predict price. This result shows that there is a significant correlation and causal relation between sentiments and price.

This thesis investigates how various driver signals, signals that a truck driver can interact with, influences fuel consumption and what are the optimal values of these signals in various traffic conditions. More specifically, the objective is to estimate good driver behavior in various traffic conditions and compare bad driver behavior in similar situations to see how performing a specific driver action, changing a driver signal from the bad driver value to the corresponding good driver value impacts the fuel consumption. The result is an AI-based algorithm that utilizes the transformer model architecture to estimate good driver behavior, based on environmental describing signals, as well as fuel consumption. Utilizing these, causal inference is used to estimate how much fuel can be saved by switching a driver signal from a bad driver value to a good driver value.

<p>    Adaptive MCMC is advantageous over traditional MCMC due to its ability to automatically adjust its proposal distributions during the sampling process, providing improved sampling efficiency and faster convergence to the target distribution, especially in complex or high-dimensional problems. However, designing and validating the adaptive scheme cautiously is crucial to ensure algorithm validity and prevent the introduction of biases. This dissertation focuses on the use of Adaptive MCMC for deep learning, specifically addressing the mode collapse issue in Generative Adversarial Networks (GANs) and implementing Fiducial inference, and its application to Causal inference in individual treatment effect problems.</p> <p><br></p> <p>    First, GAN was recently introduced in the literature as a novel machine learning method for training generative models. However, GAN is very difficult to train due to the issue of mode collapse, i.e., lack of diversity among generated data. We figure out the reason why GAN suffers from this issue and lay out a new theoretical framework for GAN based on randomized decision rules such that the mode collapse issue can be overcome essentially. Under the new theoretical framework, the discriminator converges to a fixed point while the generator converges to a distribution at the Nash equilibrium.</p> <p><br></p> <p>    Second, Fiducial inference was generally considered as R.A. Fisher's a big blunder, but the goal he initially set, <em>making inference for the uncertainty of model parameters on the basis of observations</em>, has been continually pursued by many statisticians. By leveraging on advanced statistical computing techniques such as stochastic approximation Markov chain Monte Carlo, we develop a new statistical inference method, the so-called extended Fiducial inference, which achieves the initial goal of fiducial inference. </p> <p><br></p> <p>    Lastly, estimating ITE is important for decision making in various fields, particularly in health research where precision medicine is being investigated. Conditional average treatment effect (CATE) is often used for such purpose, but uncertainty quantification and explaining the variability of predicted ITE is still needed for fair decision making. We discuss using extended Fiducial inference to construct prediction intervals for ITE, and introduces a double neural net algorithm for efficient prediction and estimation of nonlinear ITE.</p>