Learning Mutual Fund Categorization using Natural Language Processing

@article{Vamvourellis2022LearningMF,
  title={Learning Mutual Fund Categorization using Natural Language Processing},
  author={Dimitrios Vamvourellis and M{\'a}t{\'e} Attila T{\'o}th and Dhruv Desai and Dhagash Mehta and Stefano Pasquali},
  journal={Proceedings of the Third ACM International Conference on AI in Finance},
  year={2022}
}
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. The categorization methodology usually relies on fund composition data in the structured format extracted from the Form N-1A. Here, we initiate a study to learn the categorization system directly from the unstructured data as depicted in the forms using natural language… 
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