Author(s)

Huihua Chen ¹, Bowen Yuan ¹, Rui Yan ², Zhengliang Wu ¹, Dianxing Liu ¹, Kaiqi Xu ³

Affiliation(s)

¹ CITIC Securities Co., Ltd, Beijing, 100026, China
² School of Economics and Management, University of Science & Technology Beijing, Beijing, 100083, China
³ Transwarp Technology (Shanghai) Co., Ltd, Shanghai, 200233, China

Corresponding Author

Huihua Chen

ABSTRACT

Mutual funds have become one of the main participants in the A-share market. Analyzing their investment direction and holdings can help investors conduct market research and make more reasonable investment decisions. In order to improve the ability to analyze mutual funds, this article proposes a technical solution for an intelligent research system based on mutual fund knowledge graph, which constructs a knowledge graph covering all mutual funds and fund managers information in the A-share market, and sets 8 calculation indicators to comprehensively analyze the fund's holdings, adjustments and performance. Finally, the technical solution is launched on the company's internal system, greatly improving work efficiency.

KEYWORDS

Knowledge Graph, Mutual Fund, Performance Indicators, Market Preference, Similarity Analysis

CITE THIS PAPER

Huihua Chen, Bowen Yuan, Rui Yan, Zhengliang Wu, Dianxing Liu, Kaiqi Xu, Investment Research Application Based on Mutual Fund Knowledge Graph. Financial Engineering and Risk Management (2023) Vol. 6: 112-117. DOI: http://dx.doi.org/10.23977/ferm.2023.060214.

REFERENCES

[1] Bogle John C. The Implications of Style Analysis for Mutual Fund Performance Evaluation[J]. The Journal of Portfolio Management, (2009), 24(4):34-42.
[2] Bajracharya R B. Mutual fund Performance in Nepalese Mutual fund units: An analysis of Monthly Returns[J]. Journal of Advanced Academic Research, (2017), 3(2):92-100.
[3] Alibakhshi R. A new algorithm for mutual funds evaluation based on multiple attribute decision making techniques[J]. Kybernetes: The International Journal of Systems & Cybernetics, (2016), 45(8).
[4] Haslem J A. Mutual funds: portfolio structures, analysis, management, and stewardship John Wiley & Sons, Inc. (2010).

Sponsors, Associates, and Links

---

• Information Systems and Economics
  
  
• Accounting, Auditing and Finance
  
  
• Industrial Engineering and Innovation Management
  
  
• Tourism Management and Technology Economy
  
  
• Journal of Computational and Financial Econometrics
  
  
• Accounting and Corporate Management
  
  
• Social Security and Administration Management
  
  
• Population, Resources & Environmental Economics
  
  
• Statistics & Quantitative Economics
  
  
• Agricultural & Forestry Economics and Management
  
  
• Social Medicine and Health Management
  
  
• Land Resource Management
  
  
• Information, Library and Archival Science
  
  
• Journal of Human Resource Development
  
  
• Manufacturing and Service Operations Management
  
  
• Operational Research and Cybernetics