arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2104.01757cs.LGcs.AI
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使用基于图的深度学习预测并购

Predicting Mergers and Acquisitions using Graph-based Deep Learning

Northwestern University(西北大学)

Keenan Venuti

摘要:

图数据结构是数学中的主要内容,但基于图的机器学习是数据科学领域中相对较新的领域。基于图的ML和相关算法的开源实现的最新进展使研究人员能够将学术界创建的方法应用于现实世界的数据集。该项目的目标是利用流行的图形机器学习框架GraphSAGE来预测企业公司的合并和收购(M&A)。结果是有希望的,因为该模型在验证数据集上的预测准确率为81.79%。鉴于金融数据科学中丰富的数据源和算法决策,基于图的机器学习提供了一种高性能但非传统的方法来生成alpha。

英文摘要:

The graph data structure is a staple in mathematics, yet graph-based machine learning is a relatively green field within the domain of data science. Recent advances in graph-based ML and open source implementations of relevant algorithms are allowing researchers to apply methods created in academia to real-world datasets. The goal of this project was to utilize a popular graph machine learning framework, GraphSAGE, to predict mergers and acquisitions (M&A) of enterprise companies. The results were promising, as the model predicted with 81.79% accuracy on a validation dataset. Given the abundance of data sources and algorithmic decision making within financial data science, graph-based machine learning offers a performant, yet non-traditional approach to generating alpha.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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