2 papers
q-fin.PM2024
Multi-Industry Simplex 2.0 : Temporally-Evolving Probabilistic Industry Classification
Maksim Papenkov
Accurate industry classification is critical for many areas of portfolio management, yet the traditional single-industry framework of the Global Industry Classification Standard (G…
q-fin.PM2023
Multi-Industry Simplex : A Probabilistic Extension of GICS
Maksim Papenkov, Chris Meredith, Claire Noel +4
Accurate industry classification is a critical tool for many asset management applications. While the current industry gold-standard GICS (Global Industry Classification Standard)…