Indro, D. C.; Jiang, C. X.; Patuwo, B. E.; Zhang, G. P. - In: Omega 27 (1999) 3, pp. 373-380
This study utilizes an artificial neural network (ANN) approach to predict the performance of equity mutual funds that follow value, blend and growth investment styles. Using a multi-layer perceptron model and GRG2 nonlinear optimizer, fund-specific historical operating characteristics were used...