Canonical sectors and evolution of firms in the US stock markets
Abstract
Unsupervised machine learning can provide an objective and comprehensive broad-level sector decomposition of stocks. © 2018, © 2018 Informa UK Limited, trading as Taylor & Francis Group.
Date Published
Journal
Quantitative Finance
Volume
18
Issue
10
Number of Pages
1619-1634,
URL
https://www.scopus.com/inward/record.uri?eid=2-s2.0-85048155819&doi=10.1080%2f14697688.2018.1444278&partnerID=40&md5=8d5827a07b831a808f83542735315dee
DOI
10.1080/14697688.2018.1444278
Research Area
Group (Lab)
James Sethna Group
Funding Source
1144153
1247696
1312160
DGE-1144153
DMR-1312160
DMR-1719490
IIS-1247696