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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Bibliografische gegevens
Hoofdauteur: Kaiser, D
Andere auteurs: Qian, M
Formaat: Thesis
Taal:English
Gepubliceerd in: 2019
Onderwerpen: