Machine learning based financial statement analysis predicting the market reaction to earnings announcements
<p>This thesis considers the question of whether machine learning models can utilise the data contained in past financial statements to predict the market reaction to a future earnings announcement. The theoretical motivation for this hypothesis is drawn from a literature review encompassing t...
Main Author: | |
---|---|
Other Authors: | |
Format: | Thesis |
Language: | English |
Published: |
2019
|
Subjects: |