[2H3-GS-3b] 知識の利用：社会応用

[2H3-GS-3b-05] Investment Trusts Clustering Using UMAP For The Long Return

〇Haruto Yabuuchi¹, Tohgoroh Matsui², Mutou Atsuko¹, Moriiyama Koichi¹, Inuzuka Nobuhiro¹ (1. nagoya institute of technology, 2. Univ. of Chubu)

Keywords:clustering, Investment trust

It is necessary to compare investment trusts with their investment similarity, because their actual operations may differ from their investment policies. A method for clustering investment trusts based on their monthly return has been proposed, but it only uses 3months. In this paper, we propose a method for clustering investment trusts with long term return and using the UMAP.