Canonical sectors and evolution of firms in the US stock markets

Lorien X. Hayden, Ricky Chachra, Alexander A. Alemi, Paul H. Ginsparg and James P. Sethna

Quantitative Finance, 2018, vol. 18, issue 10, 1619-1634

Abstract: Unsupervised machine learning can provide an objective and comprehensive broad-level sector decomposition of stocks

Date: 2018
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DOI: 10.1080/14697688.2018.1444278

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