{"id":"https://openalex.org/W4388994243","doi":"https://doi.org/10.1145/3604237.3626878","title":"Quantifying Outlierness of Funds from their Categories using Supervised Similarity","display_name":"Quantifying Outlierness of Funds from their Categories using Supervised Similarity","publication_year":2023,"publication_date":"2023-11-25","ids":{"openalex":"https://openalex.org/W4388994243","doi":"https://doi.org/10.1145/3604237.3626878"},"language":"en","primary_location":{"id":"doi:10.1145/3604237.3626878","is_oa":true,"landing_page_url":"https://doi.org/10.1145/3604237.3626878","pdf_url":"https://dl.acm.org/doi/pdf/10.1145/3604237.3626878","source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"4th ACM International Conference on AI in Finance","raw_type":"proceedings-article"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://dl.acm.org/doi/pdf/10.1145/3604237.3626878","any_repository_has_fulltext":null},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5008885741","display_name":"Dhruv Desai","orcid":"https://orcid.org/0009-0006-7728-0081"},"institutions":[{"id":"https://openalex.org/I55884533","display_name":"BlackRock (United States)","ror":"https://ror.org/031dc4703","country_code":"US","type":"company","lineage":["https://openalex.org/I55884533"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Dhruv Desai","raw_affiliation_strings":["BlackRock, Inc., US"],"raw_orcid":"https://orcid.org/0009-0006-7728-0081","affiliations":[{"raw_affiliation_string":"BlackRock, Inc., US","institution_ids":["https://openalex.org/I55884533"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5092645191","display_name":"Ashmita Dhiman","orcid":"https://orcid.org/0009-0003-7455-0152"},"institutions":[{"id":"https://openalex.org/I55884533","display_name":"BlackRock (United States)","ror":"https://ror.org/031dc4703","country_code":"US","type":"company","lineage":["https://openalex.org/I55884533"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Ashmita Dhiman","raw_affiliation_strings":["BlackRock, Inc., IN"],"raw_orcid":"https://orcid.org/0009-0003-7455-0152","affiliations":[{"raw_affiliation_string":"BlackRock, Inc., IN","institution_ids":["https://openalex.org/I55884533"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5032358073","display_name":"Tushar Sharma","orcid":"https://orcid.org/0009-0008-5717-346X"},"institutions":[{"id":"https://openalex.org/I55884533","display_name":"BlackRock (United States)","ror":"https://ror.org/031dc4703","country_code":"US","type":"company","lineage":["https://openalex.org/I55884533"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Tushar Sharma","raw_affiliation_strings":["BlackRock, Inc., IN"],"raw_orcid":"https://orcid.org/0009-0008-5717-346X","affiliations":[{"raw_affiliation_string":"BlackRock, Inc., IN","institution_ids":["https://openalex.org/I55884533"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101872974","display_name":"Deepika Sharma","orcid":"https://orcid.org/0000-0002-8693-7851"},"institutions":[{"id":"https://openalex.org/I55884533","display_name":"BlackRock (United States)","ror":"https://ror.org/031dc4703","country_code":"US","type":"company","lineage":["https://openalex.org/I55884533"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Deepika Sharma","raw_affiliation_strings":["BlackRock, Inc., US"],"raw_orcid":"https://orcid.org/0000-0002-8693-7851","affiliations":[{"raw_affiliation_string":"BlackRock, Inc., US","institution_ids":["https://openalex.org/I55884533"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5056701307","display_name":"Dhagash Mehta","orcid":"https://orcid.org/0000-0002-1040-9032"},"institutions":[{"id":"https://openalex.org/I55884533","display_name":"BlackRock (United States)","ror":"https://ror.org/031dc4703","country_code":"US","type":"company","lineage":["https://openalex.org/I55884533"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Dhagash Mehta","raw_affiliation_strings":["BlackRock, Inc., US"],"raw_orcid":"https://orcid.org/0000-0002-1040-9032","affiliations":[{"raw_affiliation_string":"BlackRock, Inc., US","institution_ids":["https://openalex.org/I55884533"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5030132224","display_name":"Stefano Pasquali","orcid":"https://orcid.org/0009-0007-8005-3207"},"institutions":[{"id":"https://openalex.org/I55884533","display_name":"BlackRock (United States)","ror":"https://ror.org/031dc4703","country_code":"US","type":"company","lineage":["https://openalex.org/I55884533"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Stefano Pasquali","raw_affiliation_strings":["BlackRock, Inc., US"],"raw_orcid":"https://orcid.org/0009-0007-8005-3207","affiliations":[{"raw_affiliation_string":"BlackRock, Inc., US","institution_ids":["https://openalex.org/I55884533"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I55884533"],"apc_list":null,"apc_paid":null,"fwci":0.8223,"has_fulltext":true,"cited_by_count":4,"citation_normalized_percentile":{"value":0.75122726,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":96},"biblio":{"volume":null,"issue":null,"first_page":"655","last_page":"663"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11512","display_name":"Anomaly Detection Techniques and Applications","score":0.9955000281333923,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11512","display_name":"Anomaly Detection Techniques and Applications","score":0.9955000281333923,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.991599977016449,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11652","display_name":"Imbalanced Data Classification Techniques","score":0.9807000160217285,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/outlier","display_name":"Outlier","score":0.7601692080497742},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6657121777534485},{"id":"https://openalex.org/keywords/categorization","display_name":"Categorization","score":0.5358314514160156},{"id":"https://openalex.org/keywords/random-forest","display_name":"Random forest","score":0.5098239779472351},{"id":"https://openalex.org/keywords/metric","display_name":"Metric (unit)","score":0.4970403015613556},{"id":"https://openalex.org/keywords/fund-of-funds","display_name":"Fund of funds","score":0.4447672963142395},{"id":"https://openalex.org/keywords/similarity","display_name":"Similarity (geometry)","score":0.4342239499092102},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.4312129616737366},{"id":"https://openalex.org/keywords/investment-management","display_name":"Investment management","score":0.41232746839523315},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.4112052917480469},{"id":"https://openalex.org/keywords/supervised-learning","display_name":"Supervised learning","score":0.41067826747894287},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.4004823565483093},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.39038777351379395},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2783380150794983},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.20373010635375977},{"id":"https://openalex.org/keywords/marketing","display_name":"Marketing","score":0.11887076497077942}],"concepts":[{"id":"https://openalex.org/C79337645","wikidata":"https://www.wikidata.org/wiki/Q779824","display_name":"Outlier","level":2,"score":0.7601692080497742},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6657121777534485},{"id":"https://openalex.org/C94124525","wikidata":"https://www.wikidata.org/wiki/Q912550","display_name":"Categorization","level":2,"score":0.5358314514160156},{"id":"https://openalex.org/C169258074","wikidata":"https://www.wikidata.org/wiki/Q245748","display_name":"Random forest","level":2,"score":0.5098239779472351},{"id":"https://openalex.org/C176217482","wikidata":"https://www.wikidata.org/wiki/Q860554","display_name":"Metric (unit)","level":2,"score":0.4970403015613556},{"id":"https://openalex.org/C34375142","wikidata":"https://www.wikidata.org/wiki/Q1156684","display_name":"Fund of funds","level":3,"score":0.4447672963142395},{"id":"https://openalex.org/C103278499","wikidata":"https://www.wikidata.org/wiki/Q254465","display_name":"Similarity (geometry)","level":3,"score":0.4342239499092102},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.4312129616737366},{"id":"https://openalex.org/C189188589","wikidata":"https://www.wikidata.org/wiki/Q14864997","display_name":"Investment management","level":3,"score":0.41232746839523315},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.4112052917480469},{"id":"https://openalex.org/C136389625","wikidata":"https://www.wikidata.org/wiki/Q334384","display_name":"Supervised learning","level":3,"score":0.41067826747894287},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.4004823565483093},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.39038777351379395},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2783380150794983},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.20373010635375977},{"id":"https://openalex.org/C162853370","wikidata":"https://www.wikidata.org/wiki/Q39809","display_name":"Marketing","level":1,"score":0.11887076497077942},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.0},{"id":"https://openalex.org/C115961682","wikidata":"https://www.wikidata.org/wiki/Q860623","display_name":"Image (mathematics)","level":2,"score":0.0},{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3604237.3626878","is_oa":true,"landing_page_url":"https://doi.org/10.1145/3604237.3626878","pdf_url":"https://dl.acm.org/doi/pdf/10.1145/3604237.3626878","source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"4th ACM International Conference on AI in Finance","raw_type":"proceedings-article"}],"best_oa_location":{"id":"doi:10.1145/3604237.3626878","is_oa":true,"landing_page_url":"https://doi.org/10.1145/3604237.3626878","pdf_url":"https://dl.acm.org/doi/pdf/10.1145/3604237.3626878","source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"4th ACM International Conference on AI in Finance","raw_type":"proceedings-article"},"sustainable_development_goals":[{"score":0.4399999976158142,"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals"}],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4388994243.pdf","grobid_xml":"https://content.openalex.org/works/W4388994243.grobid-xml"},"referenced_works_count":25,"referenced_works":["https://openalex.org/W1583588609","https://openalex.org/W1970207005","https://openalex.org/W2047081748","https://openalex.org/W2075164439","https://openalex.org/W2090026055","https://openalex.org/W2098047059","https://openalex.org/W2128519568","https://openalex.org/W2165118109","https://openalex.org/W2178283894","https://openalex.org/W2269081153","https://openalex.org/W2396594725","https://openalex.org/W2789251334","https://openalex.org/W2803414046","https://openalex.org/W3121160015","https://openalex.org/W3121737315","https://openalex.org/W3124244954","https://openalex.org/W3124651279","https://openalex.org/W3126094216","https://openalex.org/W3201874838","https://openalex.org/W3209429958","https://openalex.org/W4237399811","https://openalex.org/W4306935468","https://openalex.org/W4306962662","https://openalex.org/W4383199656","https://openalex.org/W6679098822"],"related_works":["https://openalex.org/W3193043704","https://openalex.org/W3161976747","https://openalex.org/W2183231654","https://openalex.org/W4382195343","https://openalex.org/W2186410872","https://openalex.org/W573131449","https://openalex.org/W3121569157","https://openalex.org/W563437315","https://openalex.org/W605133439","https://openalex.org/W2042729330"],"abstract_inverted_index":{"Mutual":[0],"fund":[1,29,54,153],"categorization":[2],"has":[3],"become":[4],"a":[5,38,40,68,82,111,160],"standard":[6],"tool":[7],"for":[8,19,31,128],"the":[9,61,75,88,91,97,100,103,123,135,164,168,176],"investment":[10,53],"management":[11],"industry":[12],"and":[13,22,34,52,109,121,147,170,174],"is":[14,159],"extensively":[15],"used":[16],"by":[17,28],"allocators":[18],"portfolio":[20],"construction":[21],"manager":[23],"selection,":[24],"as":[25,27,81],"well":[26],"managers":[30],"peer":[32],"analysis":[33],"competitive":[35],"positioning.":[36],"As":[37],"result,":[39],"(unintended)":[41],"miscategorization":[42,64,78],"or":[43],"lack":[44],"of":[45,63,65,77,79,99,117,167,178],"precision":[46],"can":[47],"significantly":[48],"impact":[49],"allocation":[50],"decisions":[51],"managers.":[55],"Here,":[56],"we":[57],"aim":[58],"to":[59,131,151],"quantify":[60],"effect":[62],"funds":[66,80,169],"utilizing":[67],"machine":[69],"learning":[70],"based":[71,115],"approach.":[72],"We":[73,107,137,155],"formulate":[74],"problem":[76],"distance-based":[83],"outlier":[84,126,165],"detection":[85],"problem,":[86],"where":[87],"outliers":[89,133],"are":[90,94],"data-points":[92,101],"that":[93,157],"far":[95],"from":[96],"rest":[98],"in":[102,134],"given":[104],"feature":[105],"space.":[106],"implement":[108],"employ":[110],"Random":[112],"Forest":[113],"(RF)":[114],"method":[116],"distance":[118],"metric":[119],"learning,":[120],"compute":[122],"so-called":[124],"class-wise":[125],"measures":[127,166],"each":[129],"data-point":[130],"identify":[132],"data.":[136,154],"test":[138],"our":[139,179],"implementation":[140],"on":[141],"various":[142],"publicly":[143],"available":[144],"data":[145],"sets,":[146],"then":[148],"apply":[149],"it":[150],"mutual":[152],"show":[156],"there":[158],"strong":[161],"relationship":[162],"between":[163],"their":[171],"future":[172],"returns":[173],"discuss":[175],"implications":[177],"findings.":[180]},"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":2}],"updated_date":"2026-08-24T07:32:12.397491","created_date":"2025-10-10T00:00:00"}
