Stock Market Trends Prediction after Earning Release

نویسندگان

  • Ran An
  • Wenjie Zheng
چکیده

This project involves discovering how the company’s stock performs in after-hours on the release day of its quarterly financial report and the day after. Project aims to use a variety of machine learning models to make predictions regarding the stock price movements based on the factors that reflect and affect investor reactions, namely, media coverage of financial news, companys’ quarterly financial report and the difference between market performance and consensus expectation. The goal is to help finance companies to build their trading strategies, and furthermore, identify the key factors for company valuation.

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تاریخ انتشار 2016