---
title: Machine Learning for Merger Arbitrage Takeover Failure Prediction
url: https://www.ml-quant.com/papers/ssrn/4504043/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4504043
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4504043
featured: 2023-07-12
citations: unknown
topic: Trading, 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4504043
- Identifier: SSRN 4504043
- Released: 2023-07-08
- First featured: Quant Letter No. 7 (2023-07-12): https://www.ml-quant.com/issues/2023-07-12/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

## Related

- [Neural Networks Can Detect Model-Free Static Arbitrage Strategies](https://www.ml-quant.com/papers/arxiv/2306.16422/): Neural networks can identify model-free static arbitrage opportunities in financial markets with many traded securities, offering tractability and effectiveness.
- [Multivariate Probabilistic Forecasting of Electricity Prices With Trading Applications](https://www.ml-quant.com/papers/ssrn/4527675/): Research improves probabilistic electricity price forecasting using artificial neural networks, achieving similar results to benchmarks but with lower computational cost.
- [Advancing Algorithmic Trading: A Multi-Technique Enhancement of Deep Q-Network Models](https://www.ml-quant.com/papers/arxiv/2311.05743/): The research enhances a Deep Q-Network trading model using advanced methods, showing improved performance in automated trading and the potential of convolutional neural networks in trading systems.
- [Statistical Arbitrage in Rank Space](https://www.ml-quant.com/papers/arxiv/2410.06568/): Research indicates that ranking stocks by capitalization rather than company names improves statistical arbitrage performance, particularly when used with neural networks.
- [Deep Learning Meets Queue-Reactive: A Framework for Realistic Limit Order Book Simulation](https://www.ml-quant.com/papers/arxiv/2501.08822/): The MDQR model, an advanced Queue-Reactive model, uses neural networks to understand complex market dependencies, making it useful for practical applications like strategy creation.
- [VWAP Execution with Signature-Enhanced Transformers: A Multi-Asset Learning Approach](https://www.ml-quant.com/papers/arxiv/2503.02680/): A new method for Volume Weighted Average Price (VWAP) execution has been suggested, using a single neural network across multiple assets, providing a more scalable and effective solution than traditional asset-specific models.
