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Peter Chu 0005

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affiliation: BlackRock Inc., New York, NY, USA

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2020 – today

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2025
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  - journals/corr/abs-2509-24151
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  - https://dblp.org/rec/journals/corr/abs-2509-24151
Mingshu Li, Dhruv Desai, Jerinsh Jeyapaulraj, Philip Sommer, Riya Jain, Peter Chu, Dhagash Mehta:
STRAPSim: A Portfolio Similarity Metric for ETF Alignment and Portfolio Trades. CoRR abs/2509.24151 (2025)
2024
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  - conf/icaif/SahaLDCJCSM24
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Preetha Saha, Jasmine Lyu, Dhruv Desai, Rishab Chauhan, Jerinsh Jeyapaulraj, Peter Chu, Philip Sommer, Dhagash Mehta:
Machine Learning-based Relative Valuation of Municipal Bonds. ICAIF 2024: 634-642
2022
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Jerinsh Jeyapaulraj, Dhruv Desai, Dhagash Mehta, Peter Chu, Stefano Pasquali, Philip Sommer:
Supervised similarity learning for corporate bonds using Random Forest proximities. ICAIF 2022: 411-419

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