Industrial Research Papers

Industrial Research:

RMI has several ongoing industrial research collaborations. There are a few research areas RMI is actively engaging in:

  1. Modeling extreme interdependencies among financial assets for portfolio construction and risk management.
  2. Employing natural language processing and machine learning tools for extracting useful information from business descriptions, earnings reports, earnings conference call transcripts of listed firms for risk identification and decomposition as well as industry classification.
  3. Quantifying ESG and competitiveness measures for listed companies in the regional markets.
  4. Modeling tail risks in a supply chain.

2020

2020-01 H. Gao, J. He and K. Chen; Exploring Machining Learning Techniques for Text-Based Industry Classification.

2022

2022-01 C. Cao and K. Chen; The Scheweinler-Wigner Orthogonalization for Risk Model Construction.