An Earth Mover's Distance Based Graph Distance Metric For Financial Statements.

Sander Noels Benjamin Vandermarliere Ken Bastiaensen Tijl De Bie

Published in: CIFEr (2022)

Keyphrases

distance metric
euclidean distance
financial statements
distance measure
metric learning
distance metric learning
distance function
pairwise similarities
data points
similarity measure
weighted graph
feature vectors
financial data
linear transformation
feature extraction
listed companies
semidefinite program