Analysis of Financial Filings

  • Advised by Prof. Srinivasan Rangan, and PhD Student, Prabhu Venkatachalam
  • Implemented a pipeline to extract textual and numeric data from public financial filings of firms for an academic project which seeks to develop a new measure of Disclosure Quality
  • Extracted data from ~60000 firms
  • Developed all stages of the data science pipeline from web scraping to cleaning to analysis and visualization
  • Developed textual analysis methods at low level using regular expressions and contextual level using regex and scipy
Data Science Research