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...

Full description

Bibliographic Details
Main Author: Kaiser, D
Other Authors: Qian, M
Format: Thesis
Language:English
Published: 2019
Subjects: