摘要：We propose an extended scheme for selecting related stocks for themed mutual funds. This scheme was designed to support fund managers who are building themed mutual funds. In our preliminary experiments, building a themed mutual fund was found to be quite difficult. Our scheme is a type of natural language processing method and based on words extracted according to their similarity to a theme using word2vec and our unique similarity based on co-occurrence in company information. We used data including investor relations and official websites as company information data. We also conducted several other experiments, including hyperparameter tuning, in our scheme. The scheme achieved a 172% higher F1 score and 21% higher accuracy than a standard method. Our research also showed the possibility that official websites are not necessary for our scheme, contrary to our preliminary experiments for assessing data collaboration.
关键词：text mining; mutual fund; financial stocks; natural language processing text mining ; mutual fund ; financial stocks ; natural language processing
