A Cluster Analysis of Mutual Funds Data

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dc.contributor.authorNarabin, Santit
dc.contributor.authorBoongasame, Laor
dc.date.accessioned2026-08-06T10:22:05Z
dc.date.available2026-08-06T10:22:05Z
dc.date.issued2018-11-26
dc.description.abstractThe factors of clustering mutual fund (such as Net Asset Value (NAV)) do not direct to both return and risk of mutual funds which they are important factors for investors. This research helps an investor can estimate profit and loss rate of the mutual fund in his/her portfolio by using the net asset value change ratios (NAVCR). Then, both the NAVCR and value of each mutual fund will be used for clustering. For building a portfolio, the mutual funds could be selected from the diversified groups in order to reduce risk. The mutual fund data at different times from the set for the fiscal year 2010 - 2017 are used. The results of our analysis show that our models offer significantly better performance than the portfolio management model derived from the random portfolio management.
dc.identifier.citationInternational Conference on Big Data and Artificial Intelligence Bdai 2018, 1-5, 2018
dc.identifier.doi10.1109/BDAI.2018.8546679
dc.identifier.other2-s2.0-85059940392
dc.identifier.urihttps://dspace.kmitl.ac.th/handle/123456789/9182
dc.sourceInternational Conference on Big Data and Artificial Intelligence Bdai 2018
dc.subjectK-mean clustering
dc.subjectNet asset value change ratios
dc.subjectPortfolio
dc.subjectRisk, Return
dc.titleA Cluster Analysis of Mutual Funds Data
dc.typeConference Paper

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