Narrow search
Showing 1 - 10 of 3,566
Cover Image
An expert system for forecasting mutual funds in Greece
Petropoulos, Fotios; Nikolopoulos, Konstantinos; … - In: International Journal of Electronic Finance 2 (2008) 4, pp. 404-418
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. …
Persistent link: https://www.econbiz.de/10008539404
Cover Image
An expert system for forecasting mutual funds in Greece
Petropoulos, Fotios; Nikolopoulos, Konstantinos; … - In: International Journal of Electronic Finance 2 (2008) 4, pp. 404-418
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. …
Persistent link: https://www.econbiz.de/10005048883
Cover Image
The Theta Model in the Presence of a Unit Root Some new results on “optimal” theta forecasts
Thomakos, Dimitrios; Nikolopoulos, Konstantinos - Department of Economics, University of Peloponnese - 2009
properties and performance of the Theta model, and potentially explain its very good performance in the M3 forecasting …
Persistent link: https://www.econbiz.de/10005636103
Cover Image
Applications in computational finance with a focus on approximation of financial time series by neurocomputing
Spreckelsen, Christian von - 2014
Neural network, financial time series, approximation, forecasting. - Neuronale Netze, Finanzzeitreihen, Prognose …
Persistent link: https://www.econbiz.de/10010511665
Cover Image
Dilated convolutional neural networks for time series forecasting
Borovykh, Anastasia; Bohte, Sander; Oosterlee, Cornelis … - In: The journal of computational finance 22 (2018/2019) 4, pp. 73-101
Persistent link: https://www.econbiz.de/10012042219
Cover Image
Modelling of speculative bubbles and forecasting of market crashes
Gerlach, Jan-Christian - 2021
Persistent link: https://www.econbiz.de/10012510251
Cover Image
A mathematical proof of the existence of trends in financial time series
Fliess, Michel; Join, Cédric - HAL - 2009
We are settling a longstanding quarrel in quantitative finance by proving the existence of trends in financial time series thanks to a theorem due to P. Cartier and Y. Perrin, which is expressed in the language of nonstandard analysis (Integration over finite sets, F. & M. Diener (Eds):...
Persistent link: https://www.econbiz.de/10008792433
Cover Image
FUZZY LOGIC APPROACH TO IDENTIFICATION AND FORECASTING OF FINANCIAL TIME SERIES USING ELLIOTT WAVE THEORY
Matviychuk, Andriy - In: Fuzzy Economic Review XI (2006) 2, pp. 51-68
There are developed the approach and the model of identification and forecasting of financial indexes using methods of … carried out analysis of forecasting results on real data con-firms the reliability and high effective-ness of the developed …
Persistent link: https://www.econbiz.de/10004992711
Cover Image
Forecasting Profitability
Rosenzweig, Mark; Udry, Christopher - eSocialSciences - 2013
Newly-available Indian panel data is used to estimate how the returns to planting-stage investments vary by rainfall realizations. [BREAD Working Paper No. 392]. URL:[http://ipl.econ.duke.edu/bread/papers/working/392.pdf].
Persistent link: https://www.econbiz.de/10010945552
Cover Image
Lasso-type and heuristic strategies in model selection and forecasting
Savin, Ivan; Winker, Peter - 2012
Several approaches for subset recovery and improved forecasting accuracy have been proposed and studied. One way is to …
Persistent link: https://www.econbiz.de/10010291802