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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
Sat Jun 01 2013
Journal Name
Journal Of Economics And Administrative Sciences
Probabilistic Model building using the Transformation Entropy for the Burr type –xii Distribution
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Entropy define as uncertainty measure has been transfared by using the cumulative distribution function and reliability function for the Burr type – xii. In the case of data which suffer from volatility to build a model the probability distribution on every failure of a sample after achieving limitations function, probabilistic distribution. Has been derived formula probability distribution of the new transfer application entropy on the probability distribution of continuous Burr Type-XII and tested a new function and found that it achieved the conditions function probability, been derived mean and function probabilistic aggregate in order to be approved in the generation of data for the purpose of implementation of simulation

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Publication Date
Thu Dec 01 2011
Journal Name
Journal Of Economics And Administrative Sciences
Dynamic algorithm (DRBLTS) and potentially weighted (WBP) to estimate hippocampal regression parameters using a techniqueBootstrap (comparative study)
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Bootstrap is one of an important re-sampling technique which has given the attention of  researches recently. The presence of outliers in the original data set may cause serious problem to the classical bootstrap when the percentage of outliers are higher than the original one. Many methods are proposed to overcome this problem such  Dynamic Robust Bootstrap for LTS (DRBLTS) and Weighted Bootstrap with Probability (WBP). This paper try to show the accuracy of parameters estimation by comparison the results of both methods. The bias , MSE and RMSE are considered. The criterion of the accuracy is based on the RMSE value since the method that provide us RMSE value smaller than other is con

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Publication Date
Wed Jan 29 2020
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
Marketing mix and its role in promoting the status of insurance companies in the customers mind: Exploratory comparative research between the Iraq public insurance company and the private insurance company
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The ability of insurance companies to achieve goals depends on their ability to meet customers' requirements, and this requires them to identify target markets and respond to needs and wishes of the markets, the skill is to convince the company to operate what is in the interest of the customer if he is convinced the customer service provided to him, he would repeat to deal with, and where the cost of maintaining existing customers is less than the cost of attracting new customers, the insurance companies that is working hard to maintain their customers, the more customer satisfaction with the services provided has increased loyalty and weakened the ability of competitors lured.

       &nbs

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Publication Date
Fri Aug 01 2014
Journal Name
Journal Of Economics And Administrative Sciences
The role of leader-member exchange in the organizational citizenship behavior according to organizational trust Analytical research at the center of Ministry of Migration and Displaced
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This research aimed to examine the correlation and influence of leader-member exchange in the organizational citizenship behavior in the existence of organizational trust as mediator variable among workers in ministry of migration and displaced, has been collecting data and information relating to research by designing questionnaire was distributed to the stratified random sample included (56) member of the workers in the ministry mentioned, and through the use of several statistical method were the main findings of research was the existence of a correlation relationship and influence between leader- member exchange and organizational trust, while the results confirmed no correlation and influen

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Publication Date
Thu Sep 30 2021
Journal Name
Journal Of Economics And Administrative Sciences
The Role of Continuous Improvement Strategy (Kaizen) in organizational innovation: An analytical research in the General Company of Electrical and Electronic Industries /The Ministry of Industry and Minerals
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This paper aims at the fact that most organizations today suffer from a waste of time, effort, and cost, and they have difficulty in achieving the best performance situations and compete strongly. The researcher distributed 108 questionnaires as a statistical analyzable sample society where the sample intentionally consists of general managers, department head, and division head. The questionnaire was formulated according to the Likert scale. The use of personal interviews and observations are additional tools for data collection and a number of statistical methods is used for data analysis such as simple regression and correlation coefficient (Pearson). One of the most prominent conclusions is that the company has adequate and c

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Publication Date
Fri Sep 24 2021
Journal Name
Proceedings Of Sixth International Congress On Information And Communication Technology
Minimizing Costs of Transportation Problems Using the Genetic Algorithm
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Publication Date
Sun Dec 01 2019
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
Underwriting policy and its impact on the productivity of the life insurance portfolio: Analytical study in the "Iraqi General Insurance Company
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The research aims to study the basic concepts of the underwriting policy with its various indicators. The researcher studies the underwriting policy with its various indicators (sex, health status, age of the insured, insurance amount, The method of acceptance, payment method, and duration of insurance) where each of these indicators constitute an important factor in the productivity of life insurance policies, where the productivity of life insurance policies face many difficulties because insurance is a service and not a tangible material commodity and its benefits and not current. Therefore, the life insurance company needs to use a prudent underwriting policy so as not to endanger its financial position due to the expansion of the un

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Publication Date
Sun Feb 01 2015
Journal Name
Journal Of Economics And Administrative Sciences
Diagnosing the information technology (IT) capabilities and It’s Effect to Achieving A competitive Superiority Analytical Research in Baghdad soft drinks Company/Al- Zafaraniya
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Purpose: The current research attempts to diagnosis the reflection level of Information Technology (IT) Capabilities (Architectural, infrastructure, human resources, relationships resources, and dynamic capabilities) at Baghdad soft drinks Company/Al- Zafaraniya to achieving the competitive superiority represented by indicators (Cost, quality, flexibility, delivery and innovation). Recognizing the importance of the subjects studied, and because of the importance of the expected results of the field under consideration.

Design/Methodology/Approach: The experimental method has been used, the questionnaire used to collect th

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Publication Date
Sat Oct 01 2016
Journal Name
Journal Of Economics And Administrative Sciences
Assessing the quality of health services applied research 5qs in Baghdad teaching hospital
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Abstract

       This research aims to assess and measure the quality of health services provided by the Baghdad Educational Hospital using  five dimensions of 5Qs , Developer model by (Zinelidin), 2006), the problem of the research is to try to determine the quality of health services provided at the hospital as well as the investigation of the existence of the elements of quality contribute to achieve the requirements of customers and their needs, and used for the purposes of this research two approaches, first used Applied Research to 5Qs dimension model and use the Checklist as a Key tool to collection and analysis of data and the second descriptive analytical me

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Publication Date
Tue Aug 03 2021
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
The role of international auditing standard (320) of materiality in defining the analytical procedures of the auditor: Applied research in the Iraqi company for seed production
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The study seeks to clarify the role of International Auditing Standard No. (320) of the relative importance in determining responsibility for planning and implementing the process of auditing financial statements and expressing neutral technical opinion through the analytical procedures of the auditor, whose responsibility is to obtain appropriate and reliable audit evidence that helps the auditor to form a general conclusion about whether The financial statements were consistent with the auditor's understanding of the entity. The relative importance contributes to defining the important accounts that help to set priorities for the auditor to set the necessary analytical procedures for these accounts. One of the most important co

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