Predicting Status of Pre and Post M&A Deals Using Machine Learning and Deep Learning Techniques

  title={Predicting Status of Pre and Post M\&A Deals Using Machine Learning and Deep Learning Techniques},
  author={Tugce Karatas and Ali Hirsa},
  journal={Econometric Modeling: Corporate Finance \& Governance eJournal},
  • Tugce Karatas, Ali Hirsa
  • Published 5 August 2021
  • Economics, Computer Science
  • Econometric Modeling: Corporate Finance & Governance eJournal
Risk arbitrage or merger arbitrage is a well-known investment strategy that speculates on the success of M&A deals. Prediction of the deal status in advance is of great importance for risk arbitrageurs. If a deal is mistakenly classified as a completed deal, then enormous cost can be incurred as a result of investing in target company shares. On the contrary, risk arbitrageurs may lose the opportunity of making profit. In this paper, we present an ML and DL based methodology for takeover… 


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