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jeasiq-1688
Building the optimal portfolio for stock using multi-objective genetic algorithm - comparative analytical research in the Iraqi stock market
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Abstract:

The main objective of the research is to build an optimal investment portfolio of stocks’ listed at the Iraqi Stock Exchange after employing the multi-objective genetic algorithm within the period of time between 1/1/2006 and 1/6/2018 in the light of closing prices (43) companies after the completion of their data and met the conditions of the inspection, as the literature review has supported the diagnosis of the knowledge gap and the identification of deficiencies in the level of experimentation was the current direction of research was to reflect the aspects of the unseen and untreated by other researchers in particular, the missing data and non-reversed pieces the reality of trading at the level of companies , the financial market and concluded by choosing the most suitable one or employing multiple objective genetic algorithm tool, they are limited either by building portfolios and choose one or generate optimal portfolios without paying attention to the issue of the missing data in the data series or the omission of the possibility of generating investment portfolios and classified it according to the preferences of the investor and other employed genetic algorithm without linking them to objective of portfolio return and risk. After the application of the idea of the ​​research mentioned tools, results of quantitative analysis concluded to build two portfolios the optimal portfolio under original data and the optimal portfolio under the original data improved performance using multiple objective genetic algorithm. The optimal portfolio improved by using multiple objective genetic algorithm achieved the highest level of performance to the degree of superiority on the portfolio of the Iraq market index ; that marks the validity of the combination between objective programming and genetic algorithm to Building an optimal investment portfolio that guarantees the investor in the Iraqi stocks market the right tradeoff  between return and risk, in a manner that positively reflects the achievement of the goal of maximizing his wealth from his limited resources.

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Publication Date
Tue Jan 23 2018
Journal Name
Iraqi Journal Of Market Research And Consumer Protection
ESTIMATION OF SOME CHEMICAL AND PHYSICAL PROPERTIES USING A WATER TREATMENT UNIT VORTISAND COMPARED TO THEIR CONCENTRATION IN WATER PRODUCED BY TRIDINTINAL DRINKING WATER PROJECTS IN BAGHDAD.: ESTIMATION OF SOME CHEMICAL AND PHYSICAL PROPERTIES USING A WATER TREATMENT UNIT VORTISAND COMPARED TO THEIR CONCENTRATION IN WATER PRODUCED BY TRIDINTINAL DRINKING WATER PROJECTS IN BAGHDAD.
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This study was conducted to determine the ability of water treatment system (Vortisand) to reduce some chemical and physical properties for tigris river raw water, It consisted of turbidity, electrical conductivity, pH, total hardness, calcium Hardness as well as temperature in order to determine the unit`s efficiency for reducing their concentration as compared to those in the water produced by some classical potable water projects (Dora and Wathba) in Baghdad. Samples were collected during the cold months (December 2016 and January 2017) and during the hot months (May and June 2017). The results showed that this system has the ability to reduce some properties such as turbidity, the values were 215NTU in raw water and decreased to NTU

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Publication Date
Fri May 15 2009
Journal Name
Journal Of Planner And Development
Preservation of heritage markets within an integrated framework to preserve the urban heritage in the historical centers of cities (selected models and experiments)
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This research discusses the rehabilitation of heritage markets in the historical centers of Islamic Arab cities and their use in the field of cultural tourism as one of the most important tourist attractions and the subsequent revival of the national economy in addition to preserving the urban heritage as these markets part of the historical centers of cities. The research also discusses the preservation of the continuity of heritage markets as a product of cultural heritage value within an integrated framework to preserve the urban heritage in the historic centers of cities. The study then reviews a number of experiences of Arab and Islamic countries in the field of preserving and rehabilitating heritage markets, which qualify them to b

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Publication Date
Wed Mar 23 2022
Journal Name
Journal Of Educational And Psychological Researches
The effectiveness of a teaching program based on the McCarthy Model (4MAT) in developing creative writing skills and reflective thinking among university students
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The aim of this study was to determine the effect on using the McCarthy Model (4MAT) for developing creative writing skills and reflective thinking among undergraduate students. The quasi-experimental approach was adopted. And, in order to achieve the study objective, the educational content of Teaching Ethics (Approach 401), for the plan for the primary grades teacher preparation program  was dealt with by using a teaching program based on the McCarthy Model (4MAT) was used.

The study which was done had been based on the academic achievement test for creative writing skills, and the reflective thinking test. The validity and reliability of the study tools were also confirmed. The study was applied to a sample consisting of

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Publication Date
Wed Oct 17 2018
Journal Name
Journal Of Economics And Administrative Sciences
The Use Of the Bayesian Method and Restricted Maximum Likelihood in estimating of mixed Linear Components with random effects model with practical application.
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In this research we study a variance component model, Which is the one of the most important models widely used in the analysis of the data, this model is one type of a multilevel models, and it is considered as linear models , there are three types of linear variance component models ,Fixed effect of linear variance component model, Random effect of linear variance component model and Mixed effect of linear variance component model . In this paper we will examine the model of mixed effect of linear variance component model with one –way random effect ,and the mixed model is a mixture of fixed effect and random effect in the same model, where it contains the parameter (μ) and treatment effect (τi ) which  has

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Publication Date
Thu Jun 30 2016
Journal Name
Al-kindy College Medical Journal
Risk factors for autism in Baghdad city
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Background: Autism is a complex developmental disability that typically appears during the first three years of life. Autism affects the normal development of the brain in the areas of social interaction and communication skills.Objectives: To identify risk factors for Autism among a sample of autistic children in Baghdad city. Type of the study: this is a case – control, study. Methods: This study was conducted during the period of data collection extended from first of November 2010 until the first of April 2011,The total number of children involved was 100children with diagnosis of autism. Handred children who are free from autism were taken as the control sample. Results: there was a significant association between paternal age and

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Publication Date
Fri Feb 08 2019
Journal Name
Iraqi Journal Of Laser
Photodynamic Therapy for Leiomyosarcoma: In vitro study
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Leiomyosarcoma (smooth muscle tumor) is a rare type of a malignant neoplasm of smooth
muscle. It is a resistant cancer, generally not very responsive to chemotherapy, radiationand surgery.The
aim of this study was to evaluate photodynamic therapy (PDT) as a possible basis for treatment using
(650 nm)diode laser with methyleneblue (MB) as a photosensitizer on leiomyosarcoma (LMS)cell line
(L20B) in vitro. The cytotoxic effects of 650nm diode laser 0.052 W/cm2 (power density) at different
exposure time (10, 20, and 30 min) with methylene blue at different concentrations (0.01% ,0.1 % ,1%)
was investigated on LMS cell line (L20 B). The cytotoxic effect of laser was increased with increasing
irradiation time for a certai

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Publication Date
Sun Sep 01 2013
Journal Name
Applied Mechanics And Materials
Artistic Techniques for Developing Creativity in Design
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The design of future will still be the most confusing and puzzling issue and misgivings that arouse worry and leading to the spirit of adventures to make progress and arrive at the ways of reviving, creativity and modernism. The idea of prevailing of a certain culture or certain product in design depends on the given and available techniques, due to the fact that the computer and their artistic techniques become very important and vital to reinforce the image in the design. Thus, it is very necessary to link between these techniques and suitable way to reform the mentality by which the design will be reformed, from what has been said, (there has no utilization for the whole modern and available graphic techniques in the design proce

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Publication Date
Wed Nov 12 2025
Journal Name
Al–bahith Al–a'alami
New Methods and Old Issues: Theoretical and Methodological Approaches to Social Network Sites in the Arab Region
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This paper critically looks at the studies that investigated the Social Network Sites in the Arab region asking whether they made a practical addition to the field of information and communication sciences or not. The study tried to lift the ambiguity of the variety of names, as well as the most important theoretical and methodological approaches used by these studies highlighting its scientific limitations. The research discussed the most important concepts used by these studies such as Interactivity, Citizen Journalism, Public Sphere, and Social Capital and showed the problems of using them because each concept comes out of a specific view to these websites. The importation of these concepts from a cultural and social context to an Ara

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Publication Date
Thu Dec 31 2020
Journal Name
Political Sciences Journal
The Trade War Between the United States and China and Its Impact On the World Economy2017-2019
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The trade war, of course, leads to a sharp tension in international relations because the economy is the lifeblood of the states. In the world of trade and economy, countries began to lean towards cooperation. Economic relations after World War II were more liberal, trade barriers were removed and global trade became more flexible and smooth

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Publication Date
Sun Mar 01 2009
Journal Name
Journal Of Economics And Administrative Sciences
Use the method of parsing anomalous valueIn estimating the character parameter
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In this paper the method of singular value decomposition  is used to estimate the ridge parameter of ridge regression estimator which is an alternative to ordinary least squares estimator when the general linear regression model suffer from near multicollinearity.

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