June 2, 2025 (NO COMMENTS)

Joshua Rosaler, Luca Candelori, Vahagn Kirakosyan, Kharen Musaelian, Ryan Samson, Martin T. Wells, Dhagash Mehta and Stefano Pasquali apply quantum cognition machine learning (QCML) to distance metric learning for corporate bonds. A measure of similarity is useful for the trading of illiquid bonds, identification of similar tradable alternatives and pricing securities with few recent quotes or trades. QCML for supervised distance metric learning outperforms tree