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Decomposition of oil price Supply and demand shock in stock returns and economic performances
(Massachusetts Institute of Technology, 2021)
Oil price shock has always been serving as a "mirror" reflecting the macroeconomic situation. However, it consists of different shocks from both demand side and supply side, and each side of the shock has different impacts ...
Use of modern machine learning techniques to predict the occurrence and outcome of corporate takeover events
(Massachusetts Institute of Technology, 2021)
The objective of this project is to use machine learning to predict the occurrence of corporate takeovers. The findings show that random forest yields the best predictions out-of-sample based on the area under the curve ...