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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
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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
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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
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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
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Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models
Langrock, Roland; MacDonald, Iain L.; Zucchini, Walter - In: Journal of empirical finance 19 (2012) 1, pp. 147-161
Persistent link: https://www.econbiz.de/10009615752
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The stock returns volatility based on the GARCH (1,1) model : the superiority of the truncated standard normal distribution in forecasting volatility
Gulay, Emrah; Emec, Hamdi - In: Iranian economic review : journal of University of Tehran 23 (2019) 1, pp. 87-108
Persistent link: https://www.econbiz.de/10012152550
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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
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Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models
Langrock, Roland; MacDonald, Iain L.; Zucchini, Walter - In: Journal of Empirical Finance 19 (2012) 1, pp. 147-161
We introduce a number of nonstandard stochastic volatility (SV) models and examine their performance when applied to the series of daily returns on several stocks listed on the New York Stock Exchange. The nonstandard models under investigation extend both the observation process and the...
Persistent link: https://www.econbiz.de/10010942976
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Forecasts for international financial series with VMD algorithms
Guo, Wei; Liu, Qingfu; Luo, Zhidan; Tse, Yiuman - In: Journal of Asian economics 80 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013431356
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Modelling of speculative bubbles and forecasting of market crashes
Gerlach, Jan-Christian - 2021
Persistent link: https://www.econbiz.de/10012510251