摘要
风险评价是投资风险管理的关键步骤，是对项目整体风险水平作出合理评价的过程．本文将人工智能方法用于解决投资风险管理问题，研究了用人工神经网络方法进行风险评价的可行性，确定了神经网络投资风险评价模型的结构和算法，计算出了节点间的权重分布．利用该模型进行了实证分析。
Risk evaluation is a key management step employed to avoid or prevent investment risk by appraising the risk level of a certain investment project before its execution. An artificial intelligence method is an effective choice of investment risk management. As a component of the artificial intelligence method, the artificial neural network(ANN)is dealt with in this paper. The feasibility of the ANN as an appraising tool against investment risk is discussed. Thus, the ANN model is set up, and its structure is carefully designed. In the ANN model as risk evaluation, the inputs of the network should be the indices that describe or may cause the investment risks, and then the output will show the risk level. On the basis of the investment risk distinction, the input units and the output units are defined. The concealed layers and units are also determined by making use of the ANN theories and methods. In addition, the relationship between the training frequency of the network and the precision of the output has been studied and the best training frequency thus obtained should be 200 thousand times. So many times of studying 41 samples with the network have resulted in the distribution of the weights among the points of the model. This model has been applied to the real cases of some investment projects to evaluate their respective risk levels, and the results have proved satisfactory.
出处
《管理科学学报》
1999年第4期93-95,共3页
Journal of Management Sciences in China
