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Supervised similarity learning for corporate bonds using Random Forest proximities.
Jerinsh Jeyapaulraj
Dhruv Desai
Dhagash Mehta
Peter Chu
Stefano Pasquali
Philip Sommer
Published in:
ICAIF (2022)
Keyphrases
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random forest
learning algorithm
learning process
supervised learning
decision trees
random forests
prior knowledge
small number
feature set
unsupervised learning
genetic algorithm
similarity measure
evolutionary algorithm