An expert system for forecasting mutual funds in Greece

Fotios Petropoulos (), Konstantinos Nikolopoulos () and Vassilios Assimakopoulos

International Journal of Electronic Finance, 2008, vol. 2, issue 4, 404-418

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.

Keywords: forecasting; mutual funds; linear regression; Greece; Theta model; electronic finance; e-finance; expert systems; ROI; return on investment. (search for similar items in EconPapers)
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:ids:ijelfi:v:2:y:2008:i:4:p:404-418

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