Supervised similarity learning for corporate bonds using Random Forest proximities

Author:

Jeyapaulraj Jerinsh1,Desai Dhruv2,Mehta Dhagash2,Chu Peter2,Pasquali Stefano2,Sommer Philip2

Affiliation:

1. BlackRock, Inc, US

2. BlackRock, Inc., US

Publisher

ACM

Reference51 articles.

1. Charu  C Aggarwal . 2016. Recommender systems . Springer . Charu C Aggarwal. 2016. Recommender systems. Springer.

2. A Comprehensive Analysis of Traditional Clustering Algorithms On Corporate Bond Data

3. Leo Breiman . 2001. Random forests. Machine learning 45, 1 ( 2001 ), 5–32. Leo Breiman. 2001. Random forests. Machine learning 45, 1 (2001), 5–32.

4. L Brieman and A Cutler. [n.d.]. Random Forests. https://www.stat.berkeley.edu/ breiman/RandomForests/cc_home.htm. L Brieman and A Cutler. [n.d.]. Random Forests. https://www.stat.berkeley.edu/ breiman/RandomForests/cc_home.htm.

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Quantifying Outlierness of Funds from their Categories using Supervised Similarity;4th ACM International Conference on AI in Finance;2023-11-25

2. How Trading Analytics and Data Science Can Improve Investment Outcomes;The Journal of Investing;2022-10-12

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