Advances and Applications in Statistics
Volume 23, Issue 2, Pages 135 - 152
(August 2011)
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USING DATA MINING TO EVALUATE THE FOREIGN INVESTMENT EFFICIENCY IN EGYPT
Medhat M. A. Abdelaal and Essam Fawzy Aziz
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Abstract: The capability of the classification using ANN, tree boost and tree forest in analyzing the most important economic sectors in Egypt that discriminates efficient and un-efficient companies was investigated to estimate the foreign investment efficiency in Egypt. These sectors were industrial, constructive, financial and service. In the present study, ANN technique shows promise for increasing accuracy of classifying the cases resulted in the largest area under the ROC curve for the four sectors comparable to ROC of tree forest and tree boost. These results are confirmed by ANN average gain of 1.343, 1.846, 1.590 and 1.456 for the four sectors, respectively. Also the most important variables for each sector are identical with the economic theorem. |
Keywords and phrases: artificial neural network, multilayer perceptron, back-propagation, boosting tree, tree forest, ROC, gain. |
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