29 citations · 50 across the 13 of their papers we have counts for
3 papers · 1 filter
Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning
Bhaskarjit Sarmah, Nayana Nair, Dhagash Mehta +1
Understanding non-linear relationships among financial instruments has various applications in investment processes ranging from risk management, portfolio construction and trading…
Learning Mutual Fund Categorization using Natural Language Processing
Dimitrios Vamvourellis, Mate Attila Toth, Dhruv Desai +2
Categorization of mutual funds or Exchange-Traded-funds (ETFs) have long served the financial analysts to perform peer analysis for various purposes starting from competitor analys…
Supervised similarity learning for corporate bonds using Random Forest proximities
Jerinsh Jeyapaulraj, Dhruv Desai, Peter Chu +3
Financial literature consists of ample research on similarity and comparison of financial assets and securities such as stocks, bonds, mutual funds, etc. However, going beyond corr…