Investment decision model via an improved BP neural network

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 determine...

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Hauptverfasser: Jihong Shen, Canxin Zhang, Chunbo Lian, Hao Hu, Mammadov, Musa
Format: Tagungsbericht
Sprache:eng
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Beschreibung
Zusammenfassung: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.
DOI:10.1109/ICINFA.2010.5512206