Investment decision model via an improved BP neural network

Shen J., Zhang C., Lian C., Hu H., MƏMMƏDOV M.

2010 IEEE International Conference on Information and Automation, ICIA 2010, Harbin, China, 20 - 23 June 2010, pp.2092-2096, (Full Text) identifier

  • Nəşrin Növü: Conference Paper / Full Text
  • Doi nömrəsi: 10.1109/icinfa.2010.5512206
  • Çap olunduğu şəhər: Harbin
  • Ölkə: China
  • Səhifə sayı: pp.2092-2096
  • Açar sözlər: Artificial neural network, Model of optimal distribution of investment, Nonlinear function approximation
  • Açıq Arxiv Kolleksiyası: Konfrans Materialı
  • Adres: Bəli

Qısa məlumat

In macro investment, an investment decision model is established by using an improved back propagation (BP) artificial neural network (ANN). In this paper, the relations between elements of investment and output of products are determined, and then the optimal distribution of investment is determined by adjusting the distributions rationally. This model can reflect the highly nonlinear mapping relations among each element of investment by using nonlinear utility functions to improve the architecture of artificial neural network, which can be widely applied in investment problems. ©2010 IEEE.