TY - GEN
T1 - Mining for the Preference of Funds based on Subgraph Embedding of Fund-Stock Networks
AU - Li, Shangzhe
AU - Wang, Xingkun
AU - Jiang, Xin
N1 - Publisher Copyright:
© 2020 IEEE.
PY - 2020/11/3
Y1 - 2020/11/3
N2 - 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.
AB - 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.
UR - https://www.scopus.com/pages/publications/85097836280
U2 - 10.1109/CCCI49893.2020.9256660
DO - 10.1109/CCCI49893.2020.9256660
M3 - 会议稿件
AN - SCOPUS:85097836280
T3 - Proceedings of the 2020 IEEE International Conference on Communications, Computing, Cybersecurity, and Informatics, CCCI 2020
BT - Proceedings of the 2020 IEEE International Conference on Communications, Computing, Cybersecurity, and Informatics, CCCI 2020
A2 - Obaidat, Mohammad S.
A2 - Hsiao, Kuei-Fang
A2 - Nicopolitidis, Petros
A2 - Guo, Yu
A2 - Cascado-Caballero, Daniel
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2020 IEEE International Conference on Communications, Computing, Cybersecurity, and Informatics, CCCI 2020
Y2 - 3 November 2020 through 5 November 2020
ER -