3 citations · 5 across the 3 of their papers we have counts for
3 papers
Enhanced Local Explainability and Trust Scores with Random Forest Proximities
Joshua Rosaler, Dhruv Desai, Bhaskarjit Sarmah +4
We initiate a novel approach to explain the predictions and out of sample performance of random forest (RF) regression and classification models by exploiting the fact that any RF…
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 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…