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