Instruments of artificial intelligence in assessment of effectiveness of investment project

Krichevskiy M.L.1, Martynova Yu.A.1
1 Санкт-Петербургский государственный университет аэрокосмического приборостроения, Russia

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Journal paper

Creative Economy (РИНЦ, ВАК)
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Volume 12, Number 8 (August 2018)

Citation:

Krichevskiy, M. L., & Martynova, Y. A. (2018). Instruments of artificial intelligence in assessment of effectiveness of investment project. Creative Economy, 12(8), 1105-1118. https://doi.org/10.18334/ce.12.8.39265

Indexed in Russian Science Citation Index: https://elibrary.ru/item.asp?id=35384452
Cited: 12 by 07.12.2023

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

JEL-classification: D81, С45, С65

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