• 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