An expert system for forecasting mutual funds in Greece

Authors:
Fotios Petropoulos;Konstantinos Nikolopoulos;Vassilios Assimakopoulos
Affiliations:
Forecasting Systems Unit, School of Electrical and Computer Engineering, National Technical University of Athens, 9 Iroon Polytexneiou Str., Zografou, 15780, Greece.;Strategic Economic Modeling &/ Policy Laboratory, Dept of Economics, Univ of Peloponnese, Tripolis, Greece/ Forecasting Systems Unit, School of Electrical and Comput Eng, National Technical Uni ...;Forecasting Systems Unit, School of Electrical and Comput Eng, National Technical Univ of Athens, Zografou, Greece/ Special Secretary for Digital Planning, Ministry of Economy and Finance, Athens, ...
Venue:
International Journal of Electronic Finance
Year:
2008

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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.