Papers by Zhu (Drew) Zhang
Forecasting Firm Material Events from 8-K Reports (D19-51)
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| Challenge: | In this paper, we show deep learning models can be used to forecast firm material event sequences based on the contents of the company’s 8-K Current Reports. |
| Approach: | They exploit state-of-the-art neural architectures, including sequence-to-sequence architecture and attention mechanisms, to build a deep learning model that can forecast firm material event sequences based on company 8-K Current Reports. |
| Outcome: | The proposed model can forecast firm material event sequences based on the contents of the firm's 8-K Current Reports. |