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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
Sun Mar 02 2008
Journal Name
Baghdad Science Journal
The Spectroscopic Behaviour of Rhodamine 6G in Liquid and Solid Solutions
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Absorption, fluorescence, quantum yield and lifetime of rhodamine 6G in chloroform, methanol and dimethyl sulfoxide were measured. From a comparison of these quantities, with those for solid solutions (solid solutions are obtained by mixing constant volume proportions of dye at a concentration of 1*10-4M/l with different volume proportions from the concentrated solution of polymer in chloroform and dimethyl sulfoxide). The results showed that the addition of polymer to liquid concentrated solutions (1*10-4M/l )of rhodamine 6G dye from expecting [which leading to development active medium for laser dye at high concentration] increase the spectra shift toward high energies, and the luminescence quantum yield but decreasing radiative lifetim

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Publication Date
Sat Jun 24 2023
Journal Name
Arab World English Journal
The Construction of Racism in Cartoon Films: A Critical Discourse Analysis
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Animation is an industry that is expanding more quickly than ever. Every child’s favorite activity is watching cartoons. Therefore, it is essential to be cautious of the kinds of cartoon films children and teenagers tend. Because children and teenagers are the target audience for these films. This study aims at exposing a hidden enactment, namely racism, in a well-known cartoon film, Lion King, which has been selected accurately by the researchers because it shapes a set of ideas about black people and constructs prejudiced beliefs in their minds. This study is to answer the inquiry ‘Is the ideology of racism imposed in Lion King? And how?’ The significance of the present paper lies in highlighting the educational function of

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Publication Date
Mon Aug 03 2015
Journal Name
International Journal Of Research Studies In Biosciences
Study the Histopathology of Immuno-Therapytrail in Mice Infected with Hydatidcysts
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The study was trail to treated secondary hydatid cysts in white micepost-infection with Echinococcosis of sheep origin, by immunization with a mixture of CFAgs/PSAgs prepared from haydatid Cyst Fluid antigens (CFAgs) and Proto scolices antigens (PSAgs) respectively, two concentrations (7.5 &15 mg/ml) in addition to two derivatives of benzimidazole; albendazole (A) and mebendazole (M) 10 and 40μg/gm body weight, respectively, one week after challenged dose with protoscolices. to determine the efficacy of immunization and chemotherapy simultaneously in reduction the number of growing cysts, then measured both humoral and cell-mediated immunity. Results: elevation the immune responses that reflected decrease number and diameter of hydatid cys

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Publication Date
Thu Sep 01 2016
Journal Name
Current Pharmaceutical Design
Dry Eye Disease: Present Challenges in the Management and Future Trends
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Publication Date
Sat Feb 12 2022
Journal Name
Engineering, Technology & Applied Science Research
The Possibility of Minimizing Rutting Distress in Asphalt Concrete Wearing Course
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The excessive permanent deformation (rutting) in asphalt-concrete pavements resulting from frequent repetitions of heavy axle loads is studied in this paper. Rutting gradually develops with additional load applications and appears as longitudinal depressions in the wheel path. There are many causes of the rutting of asphalt roads, such as poor asphalt mixing and poor continuous aggregate gradation. All factors affecting the mixture resistance to permanent deformation must be discussed, and all must be properly considered to reduce the rutting propensity of asphalt-aggregate mixtures. In this study, several mixtures were produced with the most common techniques in rutting resistance (using the most effective additives for each mixture), and

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Publication Date
Sat May 01 2021
Journal Name
Journal Of Engineering
Impact of the Weir Slit Location, the Flow Intensity and the Bed Sand on the Scouring Area and Depth at the Dam Upstream
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A total of 48 experiments were conducted to investigate the impact of slit weir dimensions and locations on the maximum scour depth and scour area created upstream. The slit weir model was a 110 mm slit opening, and it was installed at the end of the working section in a laboratory flume. The flume was 10.0 m long, 30 cm wide, 30 cm deep, and almost middle. It includes a 2 m working section with a mobile bed with 110 mm in thickness. In the mobile bed, two types of nonuniform sand (with a geometric standard deviation of 1.58 and 1.6) were tested separately. The weir dimensions and location were changed with flow rates. Then dimensions of the slit weir were changed from 60 x 110 mm to 60 x 70 mm (width x height), while th

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Publication Date
Mon Apr 04 2022
Journal Name
Journal Of Educational And Psychological Researches
The Morals Strategies from Sunnah Depending
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The study aims at elicitation the morals strategies from sunnah depending on the analytic-qualitative method. It revealed a comprehensive integrated system of creative strategies to improve morals. It was categorized into three areas: cognitive strategies, affective strategies, and some strategies based on self-initiative and practice. The researcher recommended that teachers and educators should employ these effective strategies in the process of moral guidance for the Muslim generation. He also recommended that researchers should put more effort to do more In-depth qualitative studies, which must be directed to establish the origin of different education strategies from the Holy Qur’an, the Sunnah, and Muslim scholars’ legacy.

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Publication Date
Thu Mar 15 2018
Journal Name
Journal Of Baghdad College Of Dentistry
The Effect of Different Pouring Interval of Conventional Impression on the Marginal Accuracy of Full Contour Zirconia Crowns in Comparison with Digital Impression (An in vitro study)
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Background: The success and maintenance of indirect dental restorations is closely related to the marginal accuracy, which is affected by many factors like preparation design, using of different fabrication techniques, and the time of taking final impression and pouring it. The purpose of this in vitro study was to evaluate the effect of different pouring time of conventional impression on the vertical marginal gap of full contour zirconia crowns in comparison with digital impression technique. Materials and Methods: Forty sound recently extracted human permanent maxillary first premolar teeth of comparable size and shape were collected. Standardized preparation of all teeth samples were carried out to receive full contour zirconia crown re

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Publication Date
Fri Dec 15 2017
Journal Name
Journal Of Baghdad College Of Dentistry
The Effect of Different Pouring Interval of Conventional Impression on the Marginal Accuracy of Full Contour Zirconia Crowns in Comparison with Digital Impression (An in vitro study)
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Background: The success and maintenance of indirect dental restorations is closely related to the marginal accuracy, which is affected by many factors like preparation design, using of different fabrication techniques, and the time of taking final impression and pouring it. The purpose of this in vitro study was to evaluate the effect of different pouring time of conventional impression on the vertical marginal gap of full contour zirconia crowns in comparison with digital impression technique. Materials and Methods: Forty sound recently extracted human permanent maxillary first premolar teeth of comparable size and shape were collected. Standardized preparation of all teeth samples were carried out to receive full contour zirconia crown re

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Publication Date
Mon Jun 28 2021
Journal Name
Journal Of The College Of Education For Women
The Developmental Role of Social Work in Reducing Social Extremism:A Field Study in Baghdad University-College of Mass Communication as a Model: محمد حميد علوان
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This study deals with the role that social work profession plays in all its fields to reduce social extremismat home, or school or within society. The study aims to: examine the historical roots of social work in the Iraqi society, investigate the objectives of the developmental role of social work, review the theories of social extremism, its characteristics, and causes, and to analyze the developmental role of social work to limit social extremism. To meet the objectives of the study, a descriptive analytical approach has been adopted. It involves using the social sampling survey method, i.e., a questionnaire tool in the University of Baghdad community-College of Media. The sample was randomly selected to include (100) students from th

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