1 citations · 1 across the 3 of their papers we have counts for
3 papers
q-fin.ST2025
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…
q-fin.ST2024
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…
q-fin.CP2022★ 1 cited
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…