Data-driven methods for equity similarity prediction

DOI10.1080/14697688.2015.1071079zbMath1398.91556OpenAlexW1719337318MaRDI QIDQ4683061

Tomasz Imielinski, John Robert Yaros

Publication date: 19 September 2018

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2015.1071079

zbMATH Keywords

risk managementsectorindustryequity analystscompany similaritynews co-occurrences

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

Uses Software

• hMETIS

Cites Work

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• Correlation structure of extreme stock returns
• A Computer Method for Calculating Kendall's Tau with Ungrouped Data
• Pairs trading
• A NEW MEASURE OF RANK CORRELATION
• Safety First and the Holding of Assets

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