Supervised similarity for firm linkages
Quantum fidelity is used to capture dependency structures in equity
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Ryan Samson, Adrian Banner, Luca Candelori, Sebastien Cottrell, Tiziana Di Matteo, Paul Duchnowski, Vahagn Kirakosyan, Jose Marques, Kharen Musaelian, Stefano Pasquali, Ryan Stever and Dario Villani introduce a novel proxy for firm linkages: characteristic vector linkages (CVLs). They use this concept to estimate firm linkages, first through Euclidean similarity and
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