brkalp / Thesis

Events study: Kalman filter and neural network applications with a case study on M&A price run-ups

Hello and welcome to my page!

Here you can find my thesis, Stochastic model identification and model metrics with deep learning applications.

I used market model, Kalman filter, ARIMA and ANN to analyze outliers and price abnormalities around outliers.

In the files you will see my codes.
Special thanks to rpy2, Keras and pmd.arima authors.