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An expert system for forecasting mutual funds in Greece

Author

Listed:
  • Fotios Petropoulos
  • Konstantinos Nikolopoulos
  • Vassilios Assimakopoulos

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.

Suggested Citation

  • Fotios Petropoulos & Konstantinos Nikolopoulos & Vassilios Assimakopoulos, 2008. "An expert system for forecasting mutual funds in Greece," International Journal of Electronic Finance, Inderscience Enterprises Ltd, vol. 2(4), pages 404-418.
    • Handle: RePEc:ids:ijelfi:v:2:y:2008:i:4:p:404-418
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