arXiv · 2104.01757
Predicting Mergers and Acquisitions using Graph-based Deep Learning
Abstract
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.
Explore related subjects
Keep this discovery
Keenan Venuti. 2021-04-05. Predicting Mergers and Acquisitions using Graph-based Deep Learning. https://arxiv.org/abs/2104.01757
Cite the original work for its findings. Save a collection to share your selection of sources.