Supervised similarity learning for corporate bonds using Random Forest proximities
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 …
assets and securities such as stocks, bonds, mutual funds, etc. However, going beyond …
Learning Mutual Fund Categorization using Natural Language Processing
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 …
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 …
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
Mutual fund categorization has become a standard tool for the investment management
industry and is extensively used by allocators for portfolio construction and manager …
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 …
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 …
Dhagash Mehta BlackRock, Inc. Disclaimer: The views expresses here are those of the …