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
Link To Document