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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
Fri May 01 2020
Journal Name
International Journal Of Psychosocial Rehabilitation
Building and codifying a scale of the level of tactical performance of advanced volleyball players
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The research objectives, to build a measure of the level of tactical performance of volleyball players applying for the Iraqi Premier League for the 2018-2019 season. The nature of the research problem, then the researchers determined the research sample in the deliberate manner of the players of the Iraqi clubs for the Premier League (B, A). The researchers adopted the entire community as a sample for the research, and the number (156) players distributed over (13) clubs and divided the sample into (12)players an exploratory experiment player representing (the police club) and (100) player representing the construction sample and after a maximum period of two months has passed since applying the scale to the construction sample the researc

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Publication Date
Sat Sep 30 2023
Journal Name
Al–bahith Al–a'alami
Trends in Media Discourse during International Crises: An Analytical Study of the US Withdrawal from the Nuclear Deal
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The research focuses on the withdrawal of the United States from the nuclear agreement signed between the permanent members of the United Nations Security Council and the Islamic Republic of Iran concerning its nuclear program. This withdrawal has caused disruption in the official media discourse of the concerned countries. Therefore, the main question can be posed: Are there differences in the positions of countries related to the nuclear agreement, as well as those countries affected by it, before and after the official withdrawal of the United States on May 8, 2018?
The research aims to shed light on the trends in media discourse of the countries that signed the nuclear agreement and those affected by it b

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Publication Date
Sun Jan 01 2023
Journal Name
8th Engineering And 2nd International Conference For College Of Engineering – University Of Baghdad: Coec8-2021 Proceedings
An analytical study of the spread patterns of the informal settlements in Baghdad and sustainable urban improvement approaches
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Publication Date
Thu Dec 26 2024
Journal Name
Revista Electronica De Leeme
The Image of Women in the Lyrics of The Arabic Music Video: An Analytical Study of the Most-Watched Arabic Songs on YouTube in 2024
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 Several studies have indicated an unprecedented increase in the number of Arab youth who watch music videos. It is also a custom in Arab countries to broadcast songs at their happy parties such as weddings, engagements and birthdays. We see that guests and party owners interact by dancing and singing with the songs, while the viewership rates of Arab music videos have reached millions on YouTube. The researcher decided to study the image of women through the lyrics of these songs, due to their importance in shaping the image of women in the minds of young people and shaping the (self-image) of young women. Twenty songs were selected from the most watched songs on YouTube for the year 2024, and it was found that the negative qualities of t

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Publication Date
Tue May 01 2018
Journal Name
Journal Of Engineering
Power System Stabilizer PSS4B Model for Iraqi National Grid using PSS/E Software
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To damp the low-frequency oscillations which occurred due to the disturbances in the electrical power system, the generators are equipped with Power System Stabilizer (PSS) that provide supplementary feedback stabilizing signals. The low-frequency oscillations in power system are classified as local mode oscillations, intra-area mode oscillation, and interarea mode oscillations. Double input multiband Power system stabilizers (PSSs) were used to damp out low-frequency oscillations in power system. Among dual-input PSSs, PSS4B offers superior transient performance. Power system simulator for engineering (PSS/E) software was adopted to test and evaluate the dynamic performance of PSS4B model on Iraqi national grid. The results showed

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Publication Date
Tue May 01 2018
Journal Name
Journal Of Engineering
Power System Stabilizer PSS4B Model for Iraqi National Grid using PSS/E Software
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To damp the low-frequency oscillations which occurred due to the disturbances in the electrical power system, the generators are equipped with Power System Stabilizer (PSS) that provide supplementary feedback stabilizing signals. The low-frequency oscillations in power system are classified as local mode oscillations, intra-area mode oscillation, and interarea mode oscillations. Double input multiband Power system stabilizers (PSSs) were used to damp out low-frequency oscillations in power system. Among dual-input PSSs, PSS4B offers superior transient performance. Power system simulator for engineering (PSS/E) software was adopted to test and evaluate the dynamic performance of PSS4B model on Iraqi national grid. The res

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Publication Date
Tue Jan 01 2019
Journal Name
Proceedings Of The 5th International Conference On Information Systems Security And Privacy
Identification and Extraction of Digital Forensic Evidence from Multimedia Data Sources using Multi-algorithmic Fusion
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Publication Date
Sat Apr 30 2022
Journal Name
Eastern-european Journal Of Enterprise Technologies
Improvement of noisy images filtered by bilateral process using a multi-scale context aggregation network
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Deep learning has recently received a lot of attention as a feasible solution to a variety of artificial intelligence difficulties. Convolutional neural networks (CNNs) outperform other deep learning architectures in the application of object identification and recognition when compared to other machine learning methods. Speech recognition, pattern analysis, and image identification, all benefit from deep neural networks. When performing image operations on noisy images, such as fog removal or low light enhancement, image processing methods such as filtering or image enhancement are required. The study shows the effect of using Multi-scale deep learning Context Aggregation Network CAN on Bilateral Filtering Approximation (BFA) for d

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Publication Date
Tue Dec 05 2017
Journal Name
International Journal Of Science And Research (ijsr)
Multi Response Optimization of Submerged Arc Welding Using Taguchi Fuzzy Logic Based on Utility Theory
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Publication Date
Tue Aug 01 2023
Journal Name
Electric Power Systems Research
Optimal design of high voltage composite insulators with grading rings in different configurations
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