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Supervised Similarity for Firm Linkages

Author

Listed:
  • Ryan Samson
  • Adrian Banner
  • Luca Candelori
  • Sebastien Cottrell
  • Tiziana Di Matteo
  • Paul Duchnowski
  • Vahagn Kirakosyan
  • Jose Marques
  • Kharen Musaelian
  • Stefano Pasquali
  • Ryan Stever
  • Dario Villani

Abstract

We introduce a novel proxy for firm linkages, Characteristic Vector Linkages (CVLs). We use this concept to estimate firm linkages, first through Euclidean similarity, and then by applying Quantum Cognition Machine Learning (QCML) to similarity learning. We demonstrate that both methods can be used to construct profitable momentum spillover trading strategies, but QCML similarity outperforms the simpler Euclidean similarity.

Suggested Citation

  • Ryan Samson & Adrian Banner & Luca Candelori & Sebastien Cottrell & Tiziana Di Matteo & Paul Duchnowski & Vahagn Kirakosyan & Jose Marques & Kharen Musaelian & Stefano Pasquali & Ryan Stever & Dario V, 2025. "Supervised Similarity for Firm Linkages," Papers 2506.19856, arXiv.org.
    • Handle: RePEc:arx:papers:2506.19856
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    File URL: http://arxiv.org/pdf/2506.19856
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