Modeling Financial Products and Their Supply Chains

The authors thank the following individuals: Nancy Wallace and Paolo Issler (University of California Haas School of Business) and Joe Langsam for their help in identifying the resMBS prospectuses and labeling the performance of these securities; Doug Burdick and Rajasekar Krishnamurthy (IBM Research) for supporting the text extraction task using the IBM SystemT platform; Soham De, Zheng Xu, and Minchao Shao for implementing the resMBS extraction pipeline; and Zheng Xu, Elena Zotkina, Aaron Hunt, Chi-Hung Chen, Prabhath Kollimarla, and Aditya Shenoy for technical support with data cleaning, data integration, and topic model analytics.