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Canonical sectors and evolution of firms in the US stock markets |
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| Authors: | Lorien X Hayden Ricky Chachra Alexander A Alemi Paul H Ginsparg |
| Institution: | Department of Physics, Cornell University , Ithaca, NY, 14853 USA. |
| Abstract: | Unsupervised machine learning can provide an objective and comprehensive broad-level sector decomposition of stocks |
| Keywords: | |