Mutual Funds Similarity Using Graph Machine Learning

Mutual Funds Similarity Using Graph Machine Learning

Explore the application of graph machine learning to analyze mutual fund similarity in this hour-long lecture from the Fields Institute. Delve into the problem definition, starting with an introduction to nodes, links, and portfolio weights in bipartite networks. Examine how asset nodes and mutual fund similarity are represented, and learn about clustering coefficients and homophily. Investigate evaluation methods, including Good heart's law, and discover various clustering techniques and other relevant metrics. Gain insights into the practical applications and implications of this approach for financial analysis and decision-making.