Visualization of mutual fund risk using the consensus theory measure of agreement

William J. Tastle; Mark J. Wierman

doi:10.1109/NAFIPS.2009.5156450

Visualization of mutual fund risk using the consensus theory measure of agreement

William J. Tastle, Mark J. Wierman

Department of Computer Science, Design & Journalism

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Abstract

A case is made for the use of a consensus theory measure in the form of the agreement measure to determine the risk associated with a mutual fund. Risk can be important in deciding on a stock purchase, or as a factor in determining how best to manage one's portfolio. The beta associated with each stock is used as the basis for the agreement calculation. The individual Beta's are processed by a clustering program to produce three categories of risk, and then the agreement is calculated on those categories. Graphs are used to visualize the risk. Illustrations demonstrate the application of the measure to solving problems, and two components of an actual stock fund are used to visualize the risk associated with each part.

Original language	English (US)
Title of host publication	NAFIPS 2009 - 2009 Annual Meeting of the North American Fuzzy Information Processing Society
DOIs	https://doi.org/10.1109/NAFIPS.2009.5156450
State	Published - Nov 2 2009
Event	2009 Annual Meeting of the North American Fuzzy Information Processing Society, NAFIPS 2009 - Cincinnati, OH, United States Duration: Jun 14 2009 → Jun 17 2009

Publication series

Name	Annual Conference of the North American Fuzzy Information Processing Society - NAFIPS

Other

Other	2009 Annual Meeting of the North American Fuzzy Information Processing Society, NAFIPS 2009
Country	United States
City	Cincinnati, OH
Period	6/14/09 → 6/17/09

All Science Journal Classification (ASJC) codes

Computer Science(all)
Mathematics(all)

Access to Document

10.1109/NAFIPS.2009.5156450

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Visualization of mutual fund risk using the consensus theory measure of agreement. / Tastle, William J.; Wierman, Mark J.

NAFIPS 2009 - 2009 Annual Meeting of the North American Fuzzy Information Processing Society. 2009. 5156450 (Annual Conference of the North American Fuzzy Information Processing Society - NAFIPS).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Tastle, WJ & Wierman, MJ 2009, Visualization of mutual fund risk using the consensus theory measure of agreement. in NAFIPS 2009 - 2009 Annual Meeting of the North American Fuzzy Information Processing Society., 5156450, Annual Conference of the North American Fuzzy Information Processing Society - NAFIPS, 2009 Annual Meeting of the North American Fuzzy Information Processing Society, NAFIPS 2009, Cincinnati, OH, United States, 6/14/09. https://doi.org/10.1109/NAFIPS.2009.5156450

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abstract = "A case is made for the use of a consensus theory measure in the form of the agreement measure to determine the risk associated with a mutual fund. Risk can be important in deciding on a stock purchase, or as a factor in determining how best to manage one's portfolio. The beta associated with each stock is used as the basis for the agreement calculation. The individual Beta's are processed by a clustering program to produce three categories of risk, and then the agreement is calculated on those categories. Graphs are used to visualize the risk. Illustrations demonstrate the application of the measure to solving problems, and two components of an actual stock fund are used to visualize the risk associated with each part.",

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Visualization of mutual fund risk using the consensus theory measure of agreement

Abstract

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Other

All Science Journal Classification (ASJC) codes

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