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 … implemented into an easy-to-use expert forecasting system. …

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 … implemented into an easy-to-use expert forecasting system. …

result is an investment decision, based on forecasting the indices’ direction. Both the statistical and economic significance …

forecasting competition. However, this interest was not followed up by other studies, with the exception of Hyndman and Billah in … 2003. In addition, the Theta model performance has not been tested on a large dataset of non-demand forecasting series, nor … presents some empirical results on the application of the Theta model for forecasting the evolution of the S&P500 index, both …