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
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;
Conference_Titel :
Information and Automation (ICIA), 2010 IEEE International Conference on
Conference_Location :
Harbin
Print_ISBN :
978-1-4244-5701-4
DOI :
10.1109/ICINFA.2010.5512206