90 citations · 1.1k across the 68 of their papers we have counts for
74 papers
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…
Quantifying Outlierness of Funds from their Categories using Supervised Similarity
Dhruv Desai, Ashmita Dhiman, Tushar Sharma +3
Mutual fund categorization has become a standard tool for the investment management industry and is extensively used by allocators for portfolio construction and manager selection,…
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…
Investor Behavior Modeling by Analyzing Financial Advisor Notes: A Machine Learning Perspective
Cynthia Pagliaro, Dhagash Mehta, Han-Tai Shiao +2
Modeling investor behavior is crucial to identifying behavioral coaching opportunities for financial advisors. With the help of natural language processing (NLP) we analyze an unst…