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...

Полное описание

Библиографические подробности
Главный автор: Kaiser, D
Другие авторы: Qian, M
Формат: Диссертация
Язык:English
Опубликовано: 2019
Предметы: