基于BP神经网络的煤炭矿业权评估敏感性分析

发布时间：2018-03-07 07:30

本文选题：矿业权评估　切入点：BP神经网络　出处：《中国矿业》2017年S1期 　论文类型：期刊论文

【摘要】：近年来,收益途径评估方法中的折现现金流量法(以下简称DCF法)、折现现金流风险系数调整法和收入权益法是业界常用的评估方法,通过对DCF法中涉及的资源储量,矿山服务年限,矿产品价格,折现率等影响因素进行敏感性分析,有助于对矿业权价值做出更加客观、准确的评估,预见可能的风险,提高矿业权投资决策的准确性。本文将BP神经网络与局部敏感分析Garson算法相结合对煤炭资源矿业权评估进行敏感性分析。首先,构建矿业权评估指标体系;然后利用煤炭资源矿业权评估数据训练BP神经网络,获得网络阈值;最后,用敏感性分析Garson算法计算出影响煤炭矿业权评估指标的敏感系数。分析结果显示:本文所选取的影响煤炭资源矿业权评估的指标按敏感系数排序为:可采储量的敏感系数为26.39%、产品价格26.12%、矿山服务年限17.26%、投资规模14.65%、折现率9.97%、矿山年生产规模5.62%,可采储量对煤炭矿业权价值影响最大,矿山生产规模对煤炭矿业权价值影响低。
[Abstract]:In recent years, discounted cash flow method (DCF method, discounted cash flow risk coefficient adjustment method and income equity method) are commonly used in the industry. Sensitivity analysis of factors affecting mine service life, mineral product price, discount rate and so on will help to make a more objective and accurate assessment of the value of mining rights and foresee possible risks. This paper combines BP neural network and local sensitive analysis Garson algorithm to analyze the sensitivity of mining right evaluation of coal resources. Firstly, the index system of mining right evaluation is constructed. Then the BP neural network is trained with the mining rights evaluation data of coal resources to obtain the network threshold. Finally, The sensitivity coefficient of the indexes affecting the evaluation of coal mining rights is calculated by using the sensitivity analysis Garson algorithm. The results show that the indexes selected in this paper affect the evaluation of mining rights of coal resources in the order of sensitivity coefficients: recoverable reserves. The sensitivity coefficient is 26.39, the product price is 26.12, the service life of the mine is 17.26, the investment scale is 14.65, the discount rate is 9.97, the annual production scale of the mine is 5.62, and the recoverable reserves have the greatest influence on the value of coal mining rights. The influence of mine production scale on the value of coal mining right is low.
【作者单位】：中国地质大学(北京);
【分类号】：F426.21;TP183

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