@inbook {IOPORT.05245882,
    author       = {L\'opez, Vivian F. and Alonso, Luis and Moreno, Mar{\'\i}a N. and Segrera, Saddys and Belloso, Alfredo},
    title        = {A system for efficient portfolio management.},
    year         = {2007},
    booktitle    = {Intelligent data engineering and automated learning -- IDEAL 2007. 8th international conference, Birmingham, UK, December 16--19, 2007. Proceedings},
    isbn         = {978-3-540-77225-5},
    pages        = {980-989},
    publisher    = {Berlin: Springer},
    doi          = {10.1007/978-3-540-77226-2_98},
    abstract     = {Summary: In this work we perform an automatic data survey to draw up an optimum portfolio, and to automate the one year forecast of a portfolio's payoff and risk, showing the advantages of using formally grounded models in portfolio management and adopting a strategy that ensures, a high rate of return at a minimum risk. The use of neural networks provides an interesting alternative to the statistical classifier. We can take a decision on the purchase or sale of a given asset, using a neural network to classify the process into three decisions: buy, sell or do nothing.},
    identifier   = {05245882},
}