MA-prediction

A data science project of M&A outcome prediction, and backtesting. The overall pipeline consists of:

• data processing,
• prediction model,
• backtesting.

The structure of the repository is:

• MA_prediction stores (quite a lot of) source codes, including data processing, market calender, CRSP helpers, ML modeling, backtesting, and more. It serves as a lightweight python package.
• data contains all the raw, intermediate, processed data, and market data.
• notebooks contains all the notebooks, and output figures.