DocumentCode
3046898
Title
Investment decision model via an improved BP neural network
Author
Shen, Jihong ; Zhang, Canxin ; Lian, Chunbo ; Hu, Hao ; Mammadov, Musa
Author_Institution
Coll. of Sci., Harbin Eng. Univ., Harbin, China
fYear
2010
fDate
20-23 June 2010
Firstpage
2092
Lastpage
2096
Abstract
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.
Keywords
backpropagation; decision making; investment; neural nets; nonlinear functions; backpropagation; improved BP neural network; investment decision model; macro investment; nonlinear mapping relations; nonlinear utility functions; optimal investment distribution; Artificial neural networks; Automation; Economic forecasting; Educational institutions; Function approximation; Information technology; Investments; Multi-layer neural network; Neural networks; Neurons; Artificial neural network; Model of optimal distribution of investment; Nonlinear function approximation;
fLanguage
English
Publisher
ieee
Conference_Titel
Information and Automation (ICIA), 2010 IEEE International Conference on
Conference_Location
Harbin
Print_ISBN
978-1-4244-5701-4
Type
conf
DOI
10.1109/ICINFA.2010.5512206
Filename
5512206
Link To Document