A System for Efficient Portfolio Management

  1. López, Vivian F. 1
  2. Alonso, Luis 1
  3. Moreno, María N. 1
  4. Segrera, Saddys 1
  5. Belloso, Alfredo 2
  1. 1 Dept. Informática y Automática. University of Salamanca, Plaza de la Merced S/N, 37008. Salamanca
  2. 2 Dept. Económico y Financiero. ADIF., Avenida de Burgos. Madrid
Book:
Intelligent Data Engineering and Automated Learning - IDEAL 2007

ISSN: 0302-9743,  1611-3349

ISBN: 9783540772255

Year of publication: 2007

Pages: 980-989

Type: Book chapter

DOI: 10.1007/978-3-540-77226-2_98 GOOGLE SCHOLAR
bar_chart View metrics

Metrics

Cited by

  • Scopus Cited by: 2 (25-11-2023)
  • Dimensions Cited by: 2 (08-03-2023)

SCImago Journal Rank

  • Year 2007
  • SJR Journal Impact: 0.293
  • Best Quartile: Q2
  • Area: Computer Science (miscellaneous) Quartile: Q2 Rank in area: 88/286
  • Area: Theoretical Computer Science Quartile: Q3 Rank in area: 89/141

Dimensions

(Data updated as of 08-03-2023)
  • Total citations: 2
  • Recent citations: 0

Bibliographic References

  • Allen, F., Karjalaine, R.: Using Genetic Algorithms to Find Technical Trading Rules. Journal of Financial Economics, 245–271 (1999)
  • Codina, J.: Manual de Análisis Técnico (5ta. Edición). Inversor Ediciones, S. L. Madrid (2007)
  • Dempster, M.: Computational Learning Techniques for Intraday fx Trading Using Popular Technical Indicators. IEEE Transaction on Neural Networks, 744–754 (2001)
  • Fibanc Mediulanum Banking Group, www.fibanc.es
  • Gestel, T., Suykens, J.: Financial Times Series Prediction Using Least Squares Support Vector Machines Within the Evidence Framework. IEEE Transactions on Neural Networks, 809–820 (2001)
  • Haykin, S.: Neural Networks: A Comprehensive Foundation. Prentice-Hall, Englewood Cliffs (1999)
  • Jorion, P.: Value at Risk: The New Benchmark for Controlling Market Risk. McGraw-Hill, New York (2000)
  • Kodogiannis, V., Lolis, A.: Forecasting Financial Times Series. Using Neural Network and Fuzzy System-Based Techniques Neural Computing & Applications, 90–102 (2002)
  • Markowitz, H.: Portfolio Selection: Journal of Finance 7 (1952)
  • Minnich, M.: A Primer on VaR Perspectives on Interest Rate Risk Management for Money Managers Traders (1998)
  • Tino, P., Schittenkopf, C.: Financial Volatility Trading Using Recurrent Neural Networks. IEEE Transactions on Neural Networks, 865–874 (2001)
  • Vilariño, A. (ed.): Tubulencias Financieras y Riesgos de Mercado. Prentice Hall, Englewood Cliffs (2001)
  • WEKA, http://www.cs.waikato.ac.nz/~ml/weka/index.html