no code implementations • 19 Oct 2023 • Joshua Rosaler, Dhruv Desai, Bhaskarjit Sarmah, Dimitrios Vamvourellis, Deran Onay, Dhagash Mehta, Stefano Pasquali
We initiate a novel approach to explain the out of sample performance of random forest (RF) models by exploiting the fact that any RF can be formulated as an adaptive weighted K nearest-neighbors model.
no code implementations • 16 Oct 2023 • Bhaskarjit Sarmah, Tianjie Zhu, Dhagash Mehta, Stefano Pasquali
For a financial analyst, the question and answer (Q\&A) segment of the company financial report is a crucial piece of information for various analysis and investment decisions.
no code implementations • 15 Aug 2023 • Dimitrios Vamvourellis, Máté Toth, Snigdha Bhagat, Dhruv Desai, Dhagash Mehta, Stefano Pasquali
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.
no code implementations • 14 Aug 2023 • Dhruv Desai, Ashmita Dhiman, Tushar Sharma, Deepika Sharma, Dhagash Mehta, Stefano Pasquali
Mutual fund categorization has become a standard tool for the investment management industry and is extensively used by allocators for portfolio construction and manager selection, as well as by fund managers for peer analysis and competitive positioning.
no code implementations • 30 May 2023 • Chen Ling, Xujiang Zhao, Jiaying Lu, Chengyuan Deng, Can Zheng, Junxiang Wang, Tanmoy Chowdhury, Yun Li, Hejie Cui, Xuchao Zhang, Tianjiao Zhao, Amit Panalkar, Dhagash Mehta, Stefano Pasquali, Wei Cheng, Haoyu Wang, Yanchi Liu, Zhengzhang Chen, Haifeng Chen, Chris White, Quanquan Gu, Jian Pei, Carl Yang, Liang Zhao
In this article, we present a comprehensive survey on domain specification techniques for large language models, an emerging direction critical for large language model applications.
no code implementations • 14 Jul 2022 • Bhaskarjit Sarmah, Nayana Nair, Dhagash Mehta, Stefano Pasquali
In particular, the algorithm compresses the network into a lower dimensional continuous space, called an embedding, where pairs of nodes that are identified as similar by the algorithm are placed closer to each other.
no code implementations • 11 Jul 2022 • Dimitrios Vamvourellis, Mate Attila Toth, Dhruv Desai, Dhagash Mehta, Stefano Pasquali
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 analysis, to quantifying portfolio diversification.
no code implementations • 10 Jul 2022 • Jerinsh Jeyapaulraj, Dhruv Desai, Peter Chu, Dhagash Mehta, Stefano Pasquali, Philip Sommer
Financial literature consists of ample research on similarity and comparison of financial assets and securities such as stocks, bonds, mutual funds, etc.