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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
Mon Sep 30 2024
Journal Name
Iraqi Journal Of Science
Overlapping Structure Detection in Protein-Protein Interaction Networks Using a Modified Version of Particle Swarm Optimization
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In today's world, the science of bioinformatics is developing rapidly, especially with regard to the analysis and study of biological networks. Scientists have used various nature-inspired algorithms to find protein complexes in protein-protein interaction (PPI) networks. These networks help scientists guess the molecular function of unknown proteins and show how cells work regularly. It is very common in PPI networks for a protein to participate in multiple functions and belong to many complexes, and as a result, complexes may overlap in the PPI networks. However, developing an efficient and reliable method to address the problem of detecting overlapping protein complexes remains a challenge since it is considered a complex and har

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Publication Date
Wed Oct 12 2011
Journal Name
Journal Of Liquid Chromatography & Related Technologies
RAPID DETERMINATION OF SPHINGANINE AND SPHINGOSINE IN URINE BY HIGH PERFORMANCE LIQUID CHROMATOGRAPHY USING MONOLITHIC COLUMN
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A rapid high performance liquid chromatography method for the determination of sphinganine (Sa) and sphingosine (So) in urine samples by employing a silica-based monolithic column is described. The samples were first extracted using ethyl acetate and derivatized using ortho-phthaldialdehyde in the presence of 2-mercaptoethanol. C20 sphinganine was used as internal standard. Under the optimized conditions, separation was achieved using a mixture of methanol:water (93:7, v/v), column temperature at 30°C, flow rate of 1 mL min−1, and an injection volume of 10 μL. Good linearity was obtained for Sa and So over the concentration range 20–500 ng mL−1(correlation coefficients ≥0.9978). The detection limits were 0.45 ng mL−1 for Sa and

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Publication Date
Fri Jun 01 2018
Journal Name
Journal Of Engineering
Experimental Study of Optimum Chilled Water Distribution Configuration in Air Conditioning Terminal Unit Using RSM Technique
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The distribution of chilled water flow rate in terminal unit is an important factor used to evaluate the performance of central air conditioning unit. A prototype of A/C unit has been made, which contains three terminal units with a complete set of accessories (3-way valve, 2-way valve, and sensors) to study the effect of the main parameters, such as total water flow rate and chilled water supply temperature with variable valve opening. In this work, 40 tests were carried out. These tests were in two groups, 20 test for 3-way valve case and 20 test for 2-way valve case. These tests were performed at three levels of valve opening, total water flow rate and water supply temperature according to the design matrices establis

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Publication Date
Fri Jul 21 2023
Journal Name
Journal Of Engineering
CATHODIC PROTECTION OF CARBON STEEL IN 0.1N NaCl SOLUTION UNDER FLOW CONDITIONS USING ROTATING CYLINDER ELECTRODE
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The effect of applied current on protection of carbon steel in 0.1N NaCl solution (pH=7) was investigated under flow conditions (0-0.262 m/s) for a range of temperatures (35-55°C) using rotating cylinder electrode. Various values of currents were applied to protect steel from corrosion, these were Iapp.=Icorr., Iapp.=2Icorr. and Iapp.=2.4Icorr. under stationary and flow conditions. Corrosion current was measured by weight loss method. The variation of protection potential with time and rotation velocity at various applied currents was assessed. It is found that the corrosion rate of carbon steel increases with rotation velocity and
has unstable trend with temperature. The protection current required varies with temperature and it inc

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Publication Date
Fri Jul 21 2023
Journal Name
Journal Of Engineering
Water Flow Visualization And Velocity Measurement Using Hydrogen Bubble Generation Technique In Low Speed Open Channel
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Visualization of water flow around different bluff bodies at different Reynolds number ranging (1505 - 2492) was realized by designing and building a test rig which contains an open channel capable to ensure water velocity range (4-8cm/s) in this channel. Hydrogen bubbles generated from the ionized water using DC power supply are visualized by a light source and photographed by a digital camera. Flow pattern around a circular disk of (3.6cm) diameter and (3mm) thickness, a sphere of (3.8cm) diameter and a cylinder of
(3.2cm) diameter and (10cm) length are studied qualitatively. Parameters of the vortex ring generated in the wake region of the disk and the separation angle of water stream lines from the surface of the sphere are plott

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Publication Date
Sat Jan 28 2012
Journal Name
Rafidain Journal Of Science
Photodynamic Effect on Photosensitized Candida albicans with Hematoporphyrin Derivative Using Low Power Diode Laser In Vitro
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Publication Date
Sun Mar 15 2020
Journal Name
Journal Of Baghdad College Of Dentistry
Radiological age estimation using third molars mineralization in a sample attending orthodontic clinics (A retrospective study)
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Background: The evaluation of the chronological age is a practical method in crime investigation field that assists in identifying individuals to treat them as underage or adult. This study aimed to assess the stages of third molars mineralization in relation to chronological age of Iraqi individuals, determine the gender differences and arches (maxillary/mandibular) differences.

Materials and Methods: A total of 300 orthopantomograms of orthodontic patients were collected according to specific criteria and evaluated visually. The developmental stages of maxillary and mandibular third molars were determined according to Demirjian method. T

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Publication Date
Sun Jan 01 2023
Journal Name
Aip Conference Proceedings
Determination of paracetemol in pharmaceutical preparations samples by spectrophotometer using meta phenylenediamine as a chromogenic agent
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Publication Date
Sat Aug 23 2025
Journal Name
Journal Of Baghdad College Of Dentistry
Evaluation of maxillary sinus septal type and height in partially edentulous maxilla using spiral computed tomography
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Background: The presence of anatomic variations within the maxillary sinus such as septa has been reported to increase the risk of sinus membrane perforation during sinus elevation procedure for implant placement. This study aimed to measure the septal heights and correlate it with different types of septa. Material and methods: Thirty patients (15 males and 15 females) with partially edentulous maxillae and mean age (35) years were enrolled in this study. Sixty sinuses scanned with Spiral multislice Computed Tompgraphy, septal height measured after evaluation of septal type whether it was primary or secondary. Results: The results showed that 72.5 % of the septa detected were primary and this is statistically significant when compared w

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Publication Date
Mon May 01 2017
Journal Name
Energy
Solidification enhancement in a triplex-tube latent heat energy storage system using nanoparticles-metal foam combination
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