Title Application of multi-criteria decision-making Methods to pension portfolio selection in Lithuania
Translation of Title Daugiakriterinių sprendimų priėmimo metodų taikymas pensijų portfelio pasirinkimui Lietuvoje
Authors Fayomi, Joshua Olusegun
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Pages 79
Keywords [eng] multi criteria ; pension ; fund ; selection ; decision
Abstract [eng] The need for increased engagement of workers in pension fund investment globally have in recent years reached Lithuania with both researchers and policy makers alike paying attention to the issues. This research therefore looks to deploy big data analytic techniques such as data collection and cleaning as well as modelling methods such as BATS, ARIMA and NAÏVE models to classify, rank and forecast pension funds. In order for the decision of what funds could be selected by the prospective subscribers, judgmental forecasting is also employed in the tail end of the decision making process completing the multi criteria decision making process with both qualitative and quantitative criteria.
Dissertation Institution Kauno technologijos universitetas
Type Master thesis
Language English
Publication date 2021