Published in «Creative Economy»8 / 2018
DOI: 10.18334/ce.12.8.39265

Instruments of artificial intelligence in assessment of effectiveness of investment project

Krichevskiy Mikhail Leyzerovich, Saint-Petersburg State University of Aerospace Instrumentation (SUAI), Russia

Martynova Yuliya Anatolevna, Saint-Petersburg State University of Aerospace Instrumentation (SUAI), Russia

Инструменты искусственного интеллекта при оценке эффективности инвестиционного проекта - View in Russian

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Abstract:
The results of the analysis of the investment project with the help of a neuro-fuzzy system are presented. Unlike the traditional methods of evaluating the effectiveness of the project, which works poorly in conditions of incomplete information, it is proposed to use tools related to “weak“ methods of artificial intelligence. As an instrument for solving the problem, an artificial neural network and a fuzzy logic system were chosen. Incorporation these technologies into a hybrid neuron-fuzzy system that combines the best properties of these methods has made it possible to form a quantitative assessment of the effectiveness of investment projects. The work of a neuron-fuzzy system of the type ANFIS (adaptive neuro-fuzzy inference system), implemented in the MatLab R2012b software package, is demonstrated. The regression equation connecting the input parameters of the investment project with the evaluation of its efficiency was derived and a comparison of the two approaches to the solution of the problem was made.

Keywords:

artificial intelligence, efficiency evaluation, investment project, neuro-fuzzy system

JEL-Classification: D81, С45, С65

Citation:
Krichevskiy M.L., Martynova Yu.A. (2018). Instruments of artificial intelligence in assessment of effectiveness of investment project [Instrumenty iskusstvennogo intellekta pri otsenke effektivnosti investitsionnogo proekta]. Creative Economy, 12(8). (in Russian). – doi: 10.18334/ce.12.8.39265.


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