Supervised similarity learning for corporate bonds using Random Forest proximities

J Jeyapaulraj, D Desai, D Mehta, P Chu… - Proceedings of the …, 2022 - dl.acm.org
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 …

Learning Mutual Fund Categorization using Natural Language Processing

D Vamvourellis, M Toth, D Desai, D Mehta… - Proceedings of the …, 2022 - dl.acm.org
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 …

[PDF][PDF] Peer group identification in factor portfolios: A data-driven approach

R French - The Journal of Portfolio Management, 2024 - pmr-menu-pub.highwirestaging.com
Are factor characteristics more informative when compared with the entire investment
universe or a relevant subset of peers? Motivated by a belief that the answer is dependent …

Quantifying Outlierness of Funds from their Categories using Supervised Similarity

D Desai, A Dhiman, T Sharma, D Sharma… - Proceedings of the …, 2023 - dl.acm.org
Mutual fund categorization has become a standard tool for the investment management
industry and is extensively used by allocators for portfolio construction and manager …

How trading analytics and data science can improve investment outcomes

A Madhavan, S Pasquali, P Sommer - The Journal of Investing, 2022 - pm-research.com
This article shows how advanced trading analytics can help asset managers deliver
improved investment outcomes for client portfolios using both indexing and alpha-seeking …

[PDF][PDF] Similarity Learning in Financial Services

D Mehta - xaiseminars.doc.ic.ac.uk
Similarity Learning in Financial Services Page 1 1 Similarity Learning in Financial Services
Dhagash Mehta BlackRock, Inc. Disclaimer: The views expresses here are those of the …