PORTALE DELLA DIDATTICA

Ricerca CERCA
  KEYWORD

Exit prediction for Privately Held Companies

Parole chiave CLASSIFIERS, FINANCE, MACHINE LEARNING, PREDICTION METHODS

Riferimenti GIUSEPPE CARLO CALAFIORE

Gruppi di ricerca SYSTEMS AND DATA SCIENCE - SDS

Tipo tesi RICERCA APPLICATA

Descrizione Predicting the exit (e.g. IPO, bankrupt, acquisition, etc.) of privately held companies is a current and relevant problem for investment firms, whose difficulty stems from the lack of reliable and publicly available data.
In this thesis we shall study exit predictor models based on qualitative data. Methodologies will include Logistic Regression models, Random Forest models, Support Vector Machine models, as well as Survival models. Experimental tests will be conducted on available data from a Thomson Eikon repository.

Conoscenze richieste Machine learning, optimization, basics of corporate finance.


Scadenza validita proposta 10/12/2019      PROPONI LA TUA CANDIDATURA