Presentation information

General Session

General Session » GS-3 Knowledge utilization and sharing

[2H3-GS-3b] 知識の利用:社会応用

Wed. Jun 9, 2021 1:20 PM - 3:00 PM Room H (GS room 3)

座長:服部 宏充(立命館大学)

2:40 PM - 3:00 PM

[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.

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