人工知能学会第二種研究会資料
Online ISSN : 2436-5556
第24回金融情報学研究会
リターンに基づくクラスタリングを用いた投資信託スタイル分析
副島 聡一郎松井 藤五郎犬塚 信博武藤 敦子森山 甲一
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研究報告書・技術報告書 フリー

2020 年 2020 巻 FIN-024 号 p. 108-

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This paper proposes a clusterling of investment trusts based on returns in order to classify mutual funds into actual funds style groups. In the conventional method, the investment trusts are clustered based on the similarity of the investees. However, since the investees cannot be confirmed by anyone other than the management company, they cannot be used by anyone other than the management company. Analyze the investment trust using the proposed method and confirm that the mutual fund styles is included in the similar investment trust or included in the cluster.

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