Application of artificial intelligence algorithm in predicting investment efficiency Emphasizing the role of risk management criteria

Investment efficiency is achieved when the company invests only in all projects with a positive net present value. Of course, this scenario works if the market is complete and there are no incomplete market issues such as incorrect selection and agency costs. Do not haveThe purpose of this research is to apply artificial intelligence algorithm in predicting investment efficiency by emphasizing the role of risk management criteria. For this purpose, the financial information of 139 companies between 2010 and 2019 was used using genetic artificial intelligence and neural network methods. The results indicate the effect of risk management criteria on investment efficiency and also the results showed that the neural network artificial intelligence method has higher power than the genetic artificial intelligence method to predict the investment efficiency of companies listed on the Tehran Stock Exchange.