• DocumentCode
    1803111
  • Title

    A neural network metamodel approach to capital investment decision analysis

  • Author

    Chaveesuk, Ravipim ; Smith, Alice E.

  • Author_Institution
    Dept. of Ind. Eng., Pittsburgh Univ., PA, USA
  • Volume
    6
  • fYear
    1999
  • fDate
    36342
  • Firstpage
    3844
  • Abstract
    The potential use of backpropagation networks, cascade-correlation learning networks, and radial basis function networks in developing metamodels to assist in performing sensitivity analysis of capital investment decisions is examined. The neural network metamodel approach is illustrated through a case study. It is shown that the performance of backpropagation and cascade-correlation learning metamodels is comparable with the traditional polynomial regression metamodel
  • Keywords
    backpropagation; decision theory; financial data processing; investment; radial basis function networks; sensitivity analysis; backpropagation networks; capital investment; cascade-correlation learning networks; decision analysis; radial basis function neural networks; sensitivity analysis; Analytical models; Backpropagation; Economic indicators; Industrial engineering; Investments; Metamodeling; Neural networks; Polynomials; Sensitivity analysis; Timing;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Neural Networks, 1999. IJCNN '99. International Joint Conference on
  • Conference_Location
    Washington, DC
  • ISSN
    1098-7576
  • Print_ISBN
    0-7803-5529-6
  • Type

    conf

  • DOI
    10.1109/IJCNN.1999.830768
  • Filename
    830768