ACL2025

Interpretable Company Similarity with Sparse Autoencoders

Marco Molinari, Victor Shao, Luca Imeneo, Mateusz Mikolajczak, Abhimanyu Pandey, Vladimir Tregubiak, Sebastião Kuznetsov Ryder Torres Pereira

Abstract

Determining company similarity is a vital task in finance, underpinning risk management, hedging, and portfolio diversification.