Classifying Mutual Funds based on Relative Performance using Artificial Neural Networks
This thesis investigates how well artificial neural networks perform when analyzing mutual funds to predict future performance. It does so from the viewpoint of a financial advisor, and uses a multilayer perceptron attempting to classify funds into three groups based on eight fund-specific variable...
| Main Authors: | , |
|---|---|
| Format: | Others |
| Language: | English |
| Published: |
KTH, Skolan för datavetenskap och kommunikation (CSC)
2017
|
| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-225844 |