Jan-Peter Calliess

Oxford-Man Institute of Quantitative Finance

Eagle House, Walton Well Road

Oxford, Oxfordshire OX2 6ED

United Kingdom

  • Oxford-Man Institute of Quantitative Finance

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Machine Learning-Based Financial Statement Analysis

Number of pages: 69 Posted: 27 Jan 2020 Last Revised: 03 Dec 2020
Amir Amel-Zadeh, Jan-Peter Calliess, Daniel Kaiser and Stephen Roberts
University of Oxford - Said Business School, Oxford-Man Institute of Quantitative Finance, University of Oxford - Oxford-Man Institute of Quantitative Finance and University of Oxford - Oxford-Man Institute of Quantitative Finance
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financial statement analysis, fundamental value, machine learning, earnings announcement, accounting-based anomalies, prediction