文章基本信息

标题：Choosing Mutual Fund based on Purpose, Risk Level and Inventor's Profile using Neutral Network
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作者：Anton Chandra ; Bambang Heru Iswanto ; Suharjito 等
期刊名称：International Journal of Software Engineering and Its Applications
印刷版ISSN：1738-9984
出版年度：2014
卷号：8
期号：11
页码：147-154
DOI：10.14257/ijseia.2014.8.11.13
出版社：SERSC
摘要：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.
关键词：Mutual Fund; Multi Layer Perceptron; Neural Network