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...

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Bibliografiske detaljer
Hovedforfatter: Kaiser, D
Andre forfattere: Qian, M
Format: Thesis
Sprog:English
Udgivet: 2019
Fag:

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