Skip to main content
SpringerLink
Log in

E-R modeling and visualization of large mutual fund data

  • Published:
Journal of Visualization Aims and scope Submit manuscript

Abstract

Existing visualization techniques used by mutual fund managers focus on the active portfolio management strategies. However, an important aspect of mutual funds is to visualize and understand the fund composition observed at specific points in time. Such a visualization will leverage the fund manager with the power to investigate and to capture forecasting differences and future performance. Our research here is to design a new visualization system that has an Entity-Relationship (E-R) model at the heart of the system and reveals not only the aggregate behavior of the mutual funds, but also the behavior of the mutual fund managers who manage these funds. We find some preliminary evidence that mutual funds in the world market represent a strong geographical pattern, and some potential niche markets are now extracted that stands out in the global scenario such as the returns from funds that belong to a specific country. For the analysis of security distribution, it helps to distinguish the most popular securities from other ordinary ones for an increased realization of profit. Also based on our experience with such huge world fund data to achieve a trade-off between time efficiency and graphics quality, we recommend the approach of splatting visualization, which indicates the influence of a particular security in a fund’s portfolio.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  • Becker, B. G., Volume Rendering for Relational Data, Proceedings of IEEE Symposium on Information Visualization, (1997), 87-90, 124.

  • Chen, P., Data Base Management No.6: The Entity-Relationship Approach to Logical Data Base Design, (1977), Q.E.D. Information Sciences, Inc.

  • Feiner, S. and Beshers, C., Worlds within Worlds: Metaphors for Exploring n-Dimensional Virtual Worlds, Proceedings of the ACM SIGGRAPH Symposium, (1990), 76-83.

  • Investing in Mutual Fund: Top 10 Things to Know, http://www.money.com/money/101/lessons/8/topten.html.

  • Jungmeister, W.-A. and Turo, D., Adapting Treemaps to Stock Portfolio Visualization, Research Technical Report CAR-TR-648, University of Maryland, Center for Automation, (1992).

  • Kunii, T. L. and Luciani, A., Cyberworlds, (1998), Springer-Verlag, Tokyo.

    Google Scholar 

  • Laderman, M. J., Business Week: Guide to Mutual Funds, Fifth Annual Edition, (1995), McGraw-Hill, Inc.

  • Mutual Fund Map, http://www.smartmoney.com/maps.

  • SGITM MineSetTM, http://www.sgi.com/software/mineset.html.

  • Strausfeld, L., Financial Viewpoints: Using Point-of-View to Enable Understanding of Information, Proceedings of ACM CHI’95 Conference on Human Factors in Computing Systems, (1995), 208-209.

  • Teorey, T. J., Database Modeling and Design: the Entity-Relationship Approach, (1990), Morgan Kaufmann Publishers, Inc.

  • Wright, W., Research Report: Information Animation Applications in the Capital Markets, Proceedings of InfoVis’95, IEEE Symposium on Information Visualization, (New York), 19-25, color plates (1995), 136-137

Download references

Author information

Authors and Affiliations

  1. Center for Graphics and Imaging Technology, Division of Software System, School of Computer Engineering, Nanyang Technological University, 639798, Singapore

    Xiong F. & Prakash E. C.

  2. Center for Financial Engineering, Division of Banking and Finance, Nanyang Business School, Nanyang Technological University, 639798, Singapore

    Ho K. W.

Authors
  1. Xiong F.
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. Prakash E. C.
    View author publications

    You can also search for this author in PubMed Google Scholar

  3. Ho K. W.
    View author publications

    You can also search for this author in PubMed Google Scholar

Additional information

Fei Xiong: He is currently a Master student of School of Computer Engineering, Nanyang Technological University. He received his BS in computer science and BE in Economics from Peking University, China, in 1998. His research interests are visualization of financial engineering, computational finance, 3D geometric modeling for very large data, high performance computing and portfolio management for security/mutual fund market.

Edmond Cyril Prakash: He is an Assistant Professor of Computer Science at the Nanyang Technological University, Singapore. He received his BE, ME and Ph.D degrees from Annamalai University, Anna University and Indian Institute of Science respectively. His research focus is on exploring the applications of virtual reality in engineering, science, medicine and finance. He also serves as a Deputy Director for the Financial Engineering program at NTU, Singapore.

Kim Wai Ho: He is an Associate Professor of Banking & Finance at the Nanyang Technological University, Singapore. He received his BS, MFin, Ph.D degrees from Imperial College, RMIT, and Nanyang Technological University respectively. His research focus is on corporate finance, valuation, investment, financial statement analysis and financial modeling. He serves as the Director of the Center for Financial Engineering.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Xiong, F., Prakash, E.C. & Ho, K.W. E-R modeling and visualization of large mutual fund data. J Vis 5, 197–204 (2002). https://doi.org/10.1007/BF03182429

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF03182429

Keywords

Search

Navigation