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...

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Bibliographic Details
Main Authors: Bonne, George, Lo, Andrew W, Prabhakaran, Abilash, Siah, Kien Wei, Singh, Manish, Wang, Xinxin, Zangari, Peter, Zhang, Howard
Other Authors: Sloan School of Management. Laboratory for Financial Engineering
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
Description
Summary: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 do not necessarily represent the views and opinions of any institution or agency, any of their affiliates or employees, or any of the individuals acknowledged above.

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