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Investment decision model via an improved BP neural network

conference contribution
posted on 2010-07-19, 00:00 authored by Jihong Shen, Canxin Zhang, Chunbo Lian, Hao Hu, Musa MammadovMusa Mammadov
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.

History

Pagination

2092-2096

Location

Harbin, China

Start date

2010-06-20

End date

2010-06-23

ISBN-13

9781424457021

Language

eng

Publication classification

E1.1 Full written paper - refereed

Copyright notice

2010, IEEE

Title of proceedings

ICIA 2010 : Proceedings of IEEE International Conference on Information and Automation

Event

Information and Automation. International Conference (2010 : Harbin China)

Publisher

Institute of Electrical and Electronics Engineers

Place of publication

Piscataway, N.J.

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