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
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 - 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

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

Fingerprint

All Science Journal Classification (ASJC) codes

Computer Science(all)
Mathematics(all)

Cite this

Tastle, W. J., & Wierman, M. J. (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] https://doi.org/10.1109/NAFIPS.2009.5156450

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, 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

@inproceedings{bcc77a4310ec4495b66e99194e3ffabd,

title = "Visualization of mutual fund risk using the consensus theory measure of agreement",

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.",

author = "Tastle, {William J.} and Wierman, {Mark J.}",

year = "2009",

doi = "10.1109/NAFIPS.2009.5156450",

language = "English",

isbn = "9781424445776",

booktitle = "NAFIPS 2009 - 2009 Annual Meeting of the North American Fuzzy Information Processing Society",

note = "null ; Conference date: 14-06-2009 Through 17-06-2009",

}

TY - GEN

T1 - Visualization of mutual fund risk using the consensus theory measure of agreement

AU - Tastle, William J.

AU - Wierman, Mark J.

PY - 2009

Y1 - 2009

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=70350406414&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=70350406414&partnerID=8YFLogxK

U2 - 10.1109/NAFIPS.2009.5156450

DO - 10.1109/NAFIPS.2009.5156450

M3 - Conference contribution

AN - SCOPUS:70350406414

SN - 9781424445776

BT - NAFIPS 2009 - 2009 Annual Meeting of the North American Fuzzy Information Processing Society

Y2 - 14 June 2009 through 17 June 2009

ER -

Access to Document

10.1109/NAFIPS.2009.5156450