Machine Learning-Based Financial Statement Analysis
Authors in alphabetical order. The paper version of my Oxford MSc by Research thesis.
Abstract
Investigates the application of machine learning methods to forecast stock movements from quantitative financial statement data. Among the first studies to apply modern machine learning to fundamental financial-statement data at scale.
Key numbers
- Top 0.3%
- of all SSRN papers by all-time downloads
- 2nd
- place, Chicago Quantitative Alliance academic competition, Fall 2020
Cite
@article{amelzadeh2020machine,
title = {Machine Learning-Based Financial Statement Analysis},
author = {Amel-Zadeh, Amir and Calliess, Jan-Peter and Kaiser, Daniel and Roberts, Stephen},
journal = {SSRN Electronic Journal},
year = {2020},
doi = {10.2139/ssrn.3520684}
}