Proceedings of the Annual Conference of JSAI
Online ISSN : 2758-7347
35th (2021)
Session ID : 2H3-GS-3b-05
Conference information

Investment Trusts Clustering Using UMAP For The Long Return
*Haruto YABUUCHITohgoroh MATSUIMutou ATSUKOMoriiyama KOICHIInuzuka NOBUHIRO
Author information
CONFERENCE PROCEEDINGS FREE ACCESS

Details
Abstract

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.

Content from these authors
© 2021 The Japanese Society for Artificial Intelligence
Previous article Next article
feedback
Top