MPhil Thesis Defence
Title: "iFUNDit: Visual Profiling of Fund Investment Styles"
Mr. Bon Kyung KU
The analysis of fund investment style is crucial for both fund managers
and investors. It reveals the underlying investment strategy of a fund,
which determines its performance. A clear profiling of a fund’s investment
strategy provides other fund managers with invaluable insights to enhance
their investment strategies, and help investors assess the suitability of
the fund investments regarding style preference and risk management.
However, analyzing a fund’s investment styles is challenging, as it
requires a comprehensive analysis of high dimensional temporal data that
are often difficult to explore, even for experienced fund managers.
To address this issue, we propose iFUNDit, an interactive visual analytic
system for fund investment style analysis. The system decomposes funds’
various attributes into two categories, namely, the performance attributes
and the investment style factors; and visualize them in a set of coupled
visualizations: a distribution view to display performance attributes of
funds and managers, a cluster view to show the grouping of investment
styles in the market, and a detail view to delineate the temporal
evolution of investment style. The system provides a holistic overview of
fund data and facilitates a streamlined analysis of investment styles at
the fund and manager level. We demonstrate the effectiveness of the system
through interviews with domain experts, and case studies by using the
China mutual fund data set.
Date: Tuesday, 18 August 2020
Time: 10:00am - 12:00noon
Zoom meeting: https://hkust.zoom.us/j/3941396622
Committee Members: Prof. Huamin Qu (Supervisor)
Dr. Dimitris Papadopoulos (Chairperson)
Dr. Xiaojuan Ma
**** ALL are Welcome ****