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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Kaiser, D
مؤلفون آخرون: Qian, M
التنسيق: أطروحة
اللغة:English
منشور في: 2019
الموضوعات: