Sparse autoencoder features from Llama 3.1's internal representation of company descriptions yield clusters whose members' stock returns move together more than clusters from SIC codes, BISC, or standard embeddings.
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Interpretable Company Similarity with Sparse Autoencoders
Sparse autoencoder features from Llama 3.1's internal representation of company descriptions yield clusters whose members' stock returns move together more than clusters from SIC codes, BISC, or standard embeddings.