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Mining for the Preference of Funds based on Subgraph Embedding of Fund-Stock Networks

科研成果: 书/报告/会议事项章节会议稿件同行评审

摘要

The preference of fund managers on various stocks forms the inner structure of the capital market. Data mining for the preference of funds from financial big data has attracted significant attention. In this paper, we study the preference features of Chinese capital market through mutual fund holdings data from 2010 to 2019. Complex fund-stock network structures are constructed according to the intersection of mutual fund managers' holdings. Further, a sub-graph extracting and embedding technology is introduced to make a quantitatively description of the preference of funds. Based on these embedding results, general fund correlation network can be constructed. The structure characteristics are demonstrated to be strongly correlated with performance of the funds. Empirical evidence from the financial data verifies the effectiveness of the proposed method.

源语言英语
主期刊名Proceedings of the 2020 IEEE International Conference on Communications, Computing, Cybersecurity, and Informatics, CCCI 2020
编辑Mohammad S. Obaidat, Kuei-Fang Hsiao, Petros Nicopolitidis, Yu Guo, Daniel Cascado-Caballero
出版商Institute of Electrical and Electronics Engineers Inc.
ISBN(电子版)9781728120355
DOI
出版状态已出版 - 3 11月 2020
活动2020 IEEE International Conference on Communications, Computing, Cybersecurity, and Informatics, CCCI 2020 - Sharjah, 阿拉伯联合酋长国
期限: 3 11月 20205 11月 2020

出版系列

姓名Proceedings of the 2020 IEEE International Conference on Communications, Computing, Cybersecurity, and Informatics, CCCI 2020

会议

会议2020 IEEE International Conference on Communications, Computing, Cybersecurity, and Informatics, CCCI 2020
国家/地区阿拉伯联合酋长国
Sharjah
时期3/11/205/11/20

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