An Artificial Intelligence-Based Industry Peer Grouping System

An Artificial Intelligence-Based Industry Peer Grouping System

We benefited from the methodology of MSCI Peer Similarity Scores product and the data and computing support from the MSCI Data Science Platform. We thank Roman Kouzmenko and Manuel Rueda for insightful discussions. The views and opinions expressed in this article are those of the authors only, and d...

Full description

Bibliographic Details
Main Authors: Bonne, George, Lo, Andrew W, Prabhakaran, Abilash, Siah, Kien Wei, Singh, Manish, Wang, Xinxin, Zangari, Peter, Zhang, Howard
Format: Article
Language:en_US
Published: Journal of Financial Data Science 2022
Subjects:
machine learning
artificial intelligence
peer grouping
industry classification
returns co-movement
Online Access:https://doi.org/10.3905/jfds.2022.1.090
https://hdl.handle.net/1721.1/143561

Internet

https://doi.org/10.3905/jfds.2022.1.090
https://hdl.handle.net/1721.1/143561

Similar Items