Investment Decision Model via an improved BP neural network

摘要：

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.

关键词： Artificial neural network Nonlinear function approximation Model of optimal distribution of investment

作者: Jihong Shen Canxin Zhang Chunbo Lian Hao Hu Musa Mammadov

作者单位: College of Science Harbin Engineering University Harbin 150001,P.R.China College of Automation Harbin Engineering University Harbin 150001,P.R.China School of Information Technology and Mathematics Science University of Ballarat Ballarat 3350,Austri

会议类型: 国际会议

会议名称: 2010 IEEE信息与自动化国际会议(ICIA 2010)

会议地点: 哈尔滨

会议语种:英文

页码: 1-5

在线出版日期: 2010-06-20（万方平台首次上网日期，不代表论文的发表时间）