A Case Study of Next Portfolio Prediction for Mutual Funds

Mutual funds aim to generate returns above market averages. While predicting their future portfolio allocations can bring economic advantages, the task remains challenging and largely unexplored. To fill that gap, this work frames mutual fund portfolio prediction as a Next Novel Basket Recommendation (NNBR) task, focusing on predicting novel items in a fund's next portfolio. We create a comprehensive benchmark dataset using publicly available data and evaluate the performance of various recommen...