13:30 - 14:15
A Company Valuation Model using Machine Learning based on financial and news dataThe Enterprise Value (EV) provides a much better valuation of a company compared to its market capitalization. But at present we have very few valuation techniques such as discounted cash flow which takes into only the financial parameters of company. What we are looking for are models which take into account a huge amount of news data from different sources — in an automated way.The combined data is used as an input to our recurrent neural network model using Keras/Tensorflow; we also take time series models & Multivariate regression models to predict enterprise value six months ahead in a first step. In a second step the output of above three models are used as an Input to Next stage of deep learning AI Model to predict the Enterprise value.This methodology makes use of statistical techniques and advanced Machine Learning techniques to predict the long enterprise value of the company.