Forecasting financials and discovering menu prices with alternative data

In the financial industry, key quantities like public-company financials and consumer spending drive asset pricing and other decisions. However, direct observation of any company's financials or other key signals is rare. For instance, although public companies disclose their financials through quarterly reports and press releases, disclosures are infrequent and of limited information. This has led to an explosion in demand for "alternative" datasets: noisy, secondary signals of fine-grained company financials. Alternative datasets -- e.g. consumer credit card transactions --

Name thesis:degree_name

Doctoral

Department dc:contributor.department

Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science

Grantor dc:publisher

Massachusetts Institute of Technology

Year dc:date.issued

2019

Author dc:creator

• Fleder, Michael(Michael S.)

Advisor dc:contributor.advisor

• Devavrat Shah.

• Electrical Engineering and Computer Science.

Statement dc:rights

• MIT theses are protected by copyright. They may be viewed, downloaded, or printed from this source but further reproduction or distribution in any format is prohibited without written permission.

Licence dc:rights.uri

• http://dspace.mit.edu/handle/1721.1/7582

Language dc:language.iso

eng

Handle dc:identifier.uri

https://hdl.handle.net/1721.1/124061

OAI identifier oai:identifier

oai:dspace.mit.edu:1721.1/124061