Study on the Residential Risk Investment Evaluation Based on the Ann-CVaR Model
Xiaolin Yang · Journal of Engineering Management · 2010
With the investment risk of the commercial residential housing increases,the establishment of effective evaluation methods and models is urgent.Combining the qualitative analysis and quantitative estimation,this paper used the BP neural network and the Conditions Value at Risk(CVaR) to develop a residential investment risk evaluation model,which more accurately reflects the investment risk by integrating the advantages of the BP neural network and the CVaR model.The case study was conducted.This model can determine the degree of the risk and indentifies the risk sources,which guides the investment decision-making and provides a new way for the study of the residential investment risk.