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SSRNTrading, Microstructure & Execution

Machine Learning for Merger Arbitrage Takeover Failure Prediction

The study explores the use of feed forward neural networks (FFNNs) in making merger arbitrage investment decisions, highlighting the effectiveness of machine learning in predicting takeover failures and improving risk-standardized deal returns.

Featured in No. 7 on 12 Jul 2023 · 4 days after release

Released
8 Jul 2023
First featured
No. 7 · 12 Jul 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4504043

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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