An expert system for forecasting mutual funds in Greece

Fotios Petropoulos; Konstantinos Nikolopoulos; Vassilios Assimakopoulos

doi:10.1504/IJEF.2008.021802

An expert system for forecasting mutual funds in Greece

Fotios Petropoulos, Konstantinos Nikolopoulos, Vassilios Assimakopoulos

Research output: Contribution to journal › Article › peer-review

8 Citations (SciVal)

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.

Original language	English
Pages (from-to)	404-418
Number of pages	15
Journal	International Journal of Electronic Finance
Volume	2
Issue number	4
DOIs	https://doi.org/10.1504/IJEF.2008.021802
Publication status	Published - 8 Dec 2008

Keywords

E-finance
Electronic finance
Forecasting
Greece
Linear regression
Mutual funds
Theta model

ASJC Scopus subject areas

Finance
Computer Science Applications
Computer Networks and Communications
Management of Technology and Innovation

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10.1504/IJEF.2008.021802

Cite this

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KW - Electronic finance

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KW - Linear regression

KW - Mutual funds

KW - Theta model

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An expert system for forecasting mutual funds in Greece

Abstract

Keywords

ASJC Scopus subject areas

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