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Choosing Mutual Fund based on Purpose, Risk Level and Inventor’s Profile using Neutral Network
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- 발행기관
- 보안공학연구지원센터(IJSEIA) 바로가기
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- 간행물
- International Journal of Software Engineering and Its Applications SCOPUS 바로가기
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- 통권
- Vol.8 No.11 (2014.11)바로가기
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- 페이지
- pp.147-154
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- 저자
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- 언어
- 영어(ENG)
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- URL
- https://www.earticle.net/Article/A235320
※ 원문제공기관과의 협약기간이 종료되어 열람이 제한될 수 있습니다.
원문정보
초록
- 영어
- Investment in financial asset these days are easily to be done. The principle in investment is higher return, higher risk. An investment with the very high return, contain very high level of risk. Otherwise if you invest in the financial asset that contain low risk level, then the expected return will be low. Therefore decision of choosing the right investment instrument is very important because it is related to risk, individual readiness in its implementation and suitability of investor profile itself. This thesis propose a machine learning method to develop a decission support system for investment manager in determining the suitable investment instrument for the individual client based on financial objective , risk level and investment period. Machine learning was choosen because it was known of its ability in recognizing the complex pattern based on learning process using the given data set. Artificial neural network multilayer perceptron (MLP) with two layers could be used as a classificator model to predict the mutual fund investment type that was suitable for investor based on investment purpose , risk level and investor profile. Experiment using 2-layers artificial neural network, 9 unit input, 16 hidden units and 4 output units that was trained with 50 data points consists of 9 vestor input component and 4 vector target components. The architecture and the data in the network could done the classification with accuration 93.33 percents.
목차
Abstract
1. Introduction
2. Methodology
3. Results and Discussion
4. Conclusions
References
키워드
Mutual Fund Multi Layer Perceptron Neural Network저자
간행물 정보
발행기관
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- 발행기관명
- 보안공학연구지원센터(IJSEIA) [Science & Engineering Research Support Center, Republic of Korea(IJSEIA)]
- 설립연도
- 2006
- 분야
- 공학>컴퓨터학
- 소개
- 1. 보안공학에 대한 각종 조사 및 연구 2. 보안공학에 대한 응용기술 연구 및 발표 3. 보안공학에 관한 각종 학술 발표회 및 전시회 개최 4. 보안공학 기술의 상호 협조 및 정보교환 5. 보안공학에 관한 표준화 사업 및 규격의 제정 6. 보안공학에 관한 산학연 협동의 증진 7. 국제적 학술 교류 및 기술 협력 8. 보안공학에 관한 논문지 발간 9. 기타 본 회 목적 달성에 필요한 사업
간행물
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- 간행물명
- International Journal of Software Engineering and Its Applications
- 간기
- 월간
- pISSN
- 1738-9984
- 수록기간
- 2008~2016
- 등재여부
- SCOPUS
- 십진분류
- KDC 505 DDC 605
이 권호 내 다른 논문 / International Journal of Software Engineering and Its Applications Vol.8 No.11
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