SSRNTrading, Microstructure & Execution
Neural Networks in Merger Arbitrage
The use of feed forward neural networks (FFNNs) in making merger arbitrage investment decisions proves effective, outperforming other models and increasing risk-standardized deal returns on average.
Featured in No. 46 on 24 Apr 2024 · 2 days after release
- Released
- 22 Apr 2024
- First featured
- No. 46 · 24 Apr 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4802998
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