An expert system for forecasting mutual funds in Greece
by Fotios Petropoulos, Konstantinos Nikolopoulos, Vassilios Assimakopoulos
International Journal of Electronic Finance (IJEF), Vol. 2, No. 4, 2008

Abstract: Forecasting the returns from investments in mutual funds is a very difficult problem. This study examines a new forecasting approach and system for the performance of mutual funds in Greece. This is accomplished via an application of a variation of the Theta model on a time series composed of the daily values of mutual funds. The proposed models are simple and implemented into an easy-to-use expert forecasting system.

Online publication date: Thu, 04-Dec-2008

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