3 citations · 5 across the 6 of their papers we have counts for
6 papers
Can an unsupervised clustering algorithm reproduce a categorization system?
Nathalia Castellanos, Dhruv Desai, Sebastian Frank +2
Peer analysis is a critical component of investment management, often relying on expert-provided categorization systems. These systems' consistency is questioned when they do not a…
Towards reducing hallucination in extracting information from financial reports using Large Language Models
Bhaskarjit Sarmah, Tianjie Zhu, Dhagash Mehta +1
For a financial analyst, the question and answer (Q\&A) segment of the company financial report is a crucial piece of information for various analysis and investment decisions. How…
Company Similarity using Large Language Models
Dimitrios Vamvourellis, Máté Toth, Snigdha Bhagat +3
Identifying companies with similar profiles is a core task in finance with a wide range of applications in portfolio construction, asset pricing and risk attribution. When a rigoro…
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…