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\iteman{io-port 05245882}
\itemau{L\'opez, Vivian F.; Alonso, Luis; Moreno, Mar{\'\i}a N.; Segrera, Saddys; Belloso, Alfredo}
\itemti{A system for efficient portfolio management.}
\itemso{Yin, Hujun (ed.) et al., Intelligent data engineering and automated learning -- IDEAL 2007. 8th international conference, Birmingham, UK, December 16--19, 2007. Proceedings. Berlin: Springer (ISBN 978-3-540-77225-5/pbk). Lecture Notes in Computer Science 4881, 980-989 (2007).}
\itemab
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.
\itemrv{~}
\itemcc{}
\itemut{portfolio payoff risk neural network}
\itemli{doi:10.1007/978-3-540-77226-2\_98}
\end