Host: The Japanese Society for Artificial Intelligence
Name : The 35th Annual Conference of the Japanese Society for Artificial Intelligence
Number : 35
Location : [in Japanese]
Date : June 08, 2021 - June 11, 2021
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.