3 citations · 7 across the 23 of their papers we have counts for
5 papers · 1 filter
What Makes a Peer? Valuation-Anchored Similarity in Private Markets
Sebastian Frank, Jingrao Lyu, Max Jarmey +5
As more investors contemplate private markets and contend with limited transparency, sparse disclosures, and infrequent transactions, identifying economically meaningful peer compa…
STRAPSim: A Portfolio Similarity Metric for ETF Alignment and Portfolio Trades
Mingshu Li, Dhruv Desai, Jerinsh Jeyapaulraj +4
Accurately measuring portfolio similarity is critical for a wide range of financial applications, including Exchange-traded Fund (ETF) recommendation, portfolio trading, and risk a…
AlphaAgents: Large Language Model based Multi-Agents for Equity Portfolio Constructions
Tianjiao Zhao, Jingrao Lyu, Stokes Jones +3
The field of artificial intelligence (AI) agents is evolving rapidly, driven by the capabilities of Large Language Models (LLMs) to autonomously perform and refine tasks with human…
Supervised Similarity for High-Yield Corporate Bonds with Quantum Cognition Machine Learning
Joshua Rosaler, Luca Candelori, Vahagn Kirakosyan +5
We investigate the application of quantum cognition machine learning (QCML), a novel paradigm for both supervised and unsupervised learning tasks rooted in the mathematical formali…
Machine Learning-based Relative Valuation of Municipal Bonds
Preetha Saha, Jingrao Lyu, Dhruv Desai +4
The trading ecosystem of the Municipal (muni) bond is complex and unique. With nearly 2\% of securities from over a million securities outstanding trading daily, determining the va…