The Investment Project Risk Analysis Based on PCA-BP Neural Network

摘要：

The investment projects risks and uncertainties is an objective reality. In order to make investment decisions based on a reliable basis, a scientific risk analysis and assessment is needed. First, risk assessment indicator systems of analysis of investment projects are established, and then principal component analysis excluding the relevance of indicators, information overlap is used, to get representative of the principal component evaluation indexes, standardized and input to the BP neural network to build on the main component analysis of the investment project risk analysis of neural network model. Simulation experiments show that this method can get satisfactory results.

关键词： principal component analysis BP neural network project investment risk analysis

作者: ZHENG Long HUANG Jida CHEN Wu

作者单位: Department of Industrial Engineering, School of Mining, China University of Mining and Technology,Xuzhou, Jiangsu, P.R.China, 221116

会议类型: 国际会议

会议名称: The 3rd International Institute of Statistics & Management Engineering Symposium(2010 国际统计与管理工程研讨会 IISMES)

会议地点: 威海

会议语种:英文

页码: 177-181

在线出版日期: 2010-07-24（万方平台首次上网日期，不代表论文的发表时间）