ML-QuantSubscribe

SSRNOther

Value-Growth Stock Classify

A new method combining KMeans clustering and Mahalanobis Distance provides a more stable and accurate classification of S&P 500 stocks into value and growth categories.

Featured in No. 92 on 9 Apr 2025 · 2 days after release

Released
7 Apr 2025
First featured
No. 92 · 9 Apr 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 5207834

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page