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
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;
Conference_Titel :
Neural Networks, 1999. IJCNN '99. International Joint Conference on
Conference_Location :
Washington, DC
Print_ISBN :
0-7803-5529-6
DOI :
10.1109/IJCNN.1999.830768