Publication Type

Journal Article

Version

publishedVersion

Publication Date

6-2023

Abstract

Mutual funds are becoming increasingly popular with the emergence of Internet finance. Clear profiling of a fund's investment style is crucial for fund managers to evaluate their investment strategies, and for investors to understand their investment. However, it is challenging to profile a fund's investment style as it requires a comprehensive analysis of complex multi-dimensional temporal data. In addition, different fund managers and investors have different focuses when analysing a fund's investment style. To address the issue, we propose iFUNDit, an interactive visual analytic system for fund investment style analysis. The system decomposes a fund's critical features into performance attributes and investment style factors, and visualizes them in a set of coupled views: a fund and manager view, to delineate the distribution of funds' and managers' critical attributes on the market; a cluster view, to show the similarity of investment styles between different funds; and a detail view, to analyse the evolution of fund investment style. The system provides a holistic overview of fund data and facilitates a streamlined analysis of investment style at both the fund and the manager level. The effectiveness and usability of the system are demonstrated through domain expert interviews and case studies by using a real mutual fund dataset.

Keywords

visualization, visual analytics, financial visualization, business intelligence

Discipline

Graphics and Human Computer Interfaces

Research Areas

Intelligent Systems and Optimization

Publication

Computer Graphics Forum

Volume

42

Issue

6

First Page

1

Last Page

13

ISSN

0167-7055

Identifier

10.1111/cgf.14806

Publisher

Wiley

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