Browsing Laboratory for Financial Engineering by Author "Bonne, George"

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    • An Artificial Intelligence-Based Industry Peer Grouping System 

      Bonne, George; Lo, Andrew W; Prabhakaran, Abilash; Siah, Kien Wei; Singh, Manish; e.a. (Journal of Financial Data Science, 2022)
      In this work, the authors develop a data-driven peer grouping system using artificial intelligence (AI) tools to capture market perception and, in turn, group companies into clusters at various levels of granularity. In ...