Pairwise acquisition prediction with SHAP value interpretation

Predicting future pairs of the acquirer and acquiree companies is important for acquisition or investment strategy. This prediction is a challenging problem due to the following requirements: to incorporate various non-financial factors and to address the lack of negative samples. Concerning the for...

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Bibliographic Details
Main Authors: Katsuya Futagami, Yusuke Fukazawa, Nakul Kapoor, Tomomi Kito
Format: Article
Language:English
Published: KeAi Communications Co., Ltd. 2021-11-01
Series:Journal of Finance and Data Science
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2405918821000015