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...

Celý popis

Podrobná bibliografie
Hlavní autor: Kaiser, D
Další autoři: Qian, M
Médium: Diplomová práce
Jazyk:English
Vydáno: 2019
Témata: