Search Results for author: Dhruv Desai

Found 7 papers, 0 papers with code

Towards Enhanced Local Explainability of Random Forests: a Proximity-Based Approach

no code implementations19 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.

Company Similarity using Large Language Models

no code implementations15 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.

Quantifying Outlierness of Funds from their Categories using Supervised Similarity

no code implementations14 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.

Management Metric Learning +1

Learning Mutual Fund Categorization using Natural Language Processing

no code implementations11 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.

Multi-class Classification

Supervised similarity learning for corporate bonds using Random Forest proximities

no code implementations10 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.

Management Metric Learning

Fund2Vec: Mutual Funds Similarity using Graph Learning

no code implementations24 Jun 2021 Vipul Satone, Dhruv Desai, Dhagash Mehta

Identifying similar mutual funds with respect to the underlying portfolios has found many applications in financial services ranging from fund recommender systems, competitors analysis, portfolio analytics, marketing and sales, etc.

Graph Learning Marketing +1

Machine Learning Fund Categorizations

no code implementations29 May 2020 Dhagash Mehta, Dhruv Desai, Jithin Pradeep

Given the surge in popularity of mutual funds (including exchange-traded funds (ETFs)) as a diversified financial investment, a vast variety of mutual funds from various investment management firms and diversification strategies have become available in the market.

BIG-bench Machine Learning Management +1

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