Spotting Overvalued and Undervalued Stocks Using Machine Learning

Student: Nikiforov Denis

Educational Programme: Economics (Bachelor)

Final Grade: 8

Year of Graduation: 2019

This research is focused on building classification algorithm for quarterly financial reports based on available financial data. The time period that was used in the research is 10 years from 2010 to 2019. Data comprises quarterly reports from offline retailers in the US and Canada. The result of the research is an algorithm that has good prediction accuracy. Further research is aimed to develop more complex models with respect to macroeconomic data.

Full text (added May 10, 2019)

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