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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 Nov 06 2018
Journal Name
Arab Science Heritage Journal
وجوه من وجوه الاعجاز البلاغي في القرآن الكريم الايجاز (جوامع الكلم أنموذجاً)
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        The subject of the research is the collective words = Jawami Al-kalim. Those who wants to know this subject to be aware of the benefit of  "Al-Ejaz and Al-iktisar " and to cover the Rhetoric of signal should think carefully the abbreviations because the collective words because it is the a face of the important faces represented by the abbreviation of shortness as it is and old subject where it can be found in every source of rhetoric books which were old or modern. But what attracts attention is that this subject did not take all its range in study in the way that discover its beauty concerning style, words, sentences and meaning. This cause

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Publication Date
Fri Jun 30 2023
Journal Name
مجلة نسق
اثر استراتيجية القوائم المركزة في تحصيل مادة الكيمياء طلاب الصف الثاني المتوسط
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يهدف البحث التعرف على اثر استراتيجية القوائم المركزة في تحصيل مادة الكيمياء عند طلاب الصف الثاني المتوسط وتم استخدام المنهد التجريبي ذو الضبط الجزئي وكذلك تم اختيار مجامع البحث جميع طلاب المدارس الثانوية والمتوسطة التابعة لمديرية تربية كربلاء

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Publication Date
Wed Sep 01 2010
Journal Name
Journal Of Economics And Administrative Sciences
التحليل الاحصائي لتجارب القياسات المكررة للبيانات المصنفة في حالة معالجتين وثلاث معالجات
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من اهداف بعض التجارب هي معرفة تاثير التسلسلات المختلفة لبعض الادوية او التغذية او تجارب التعلم. وفي بعض الاحيان قد تكون الوحدات التجريبية نادرة لهذا نقوم باستخدام الوحدات التجريبية على نحو متكرر. او بسبب الميزانية المحدودة فان صاحب التجربة يخضع كل وحدة تجريبية لاختبارات عديدة ويطلق على هذا النوع من التجارب التي يتم فيها استخدام الوحدات التجريبية (الاشخاص) Subject على نحو متكرر

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Publication Date
Sat Jun 21 1930
Journal Name
College Of Islamic Sciences
Quelques raisons du total et son impact sur l'interprétation du Coran: Study of explanatory models
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The reasons for the totality are varied and multiple, some of which are attributed to the methods of the Arabic language as the participant
Verbal and omnipotent differences in the oud of conscience, which are comprehensive reasons for language in all
And some of these reasons are due to the sciences of the Qur'an, such as cessation and initiation
The explanation of the explanation for the multiplicity of words and differences in them, which necessarily led to a dispute jurisprudence
Linked to the origin of disagreement in the interpretation of the totality and its orientation and understanding and to summarize this subject and diverge
Parts and vocabulary did not receive the necessary care and did not absorb the lesson an

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Publication Date
Thu Oct 01 2015
Journal Name
Journal Of Educational And Psychological Researches
القيادة التربوية في ضوء نظريتي x-yوعلاقتها بالروح المعنوية لمديري المدارس الإعدادية
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This study aimed to identify the educational leadership in the light of my theory xy and its relationship to the morale of the managers of the junior high school as the study population consisted of directors of junior high school in the city of Baghdad of six directorates education for the academic year 2013-2014 AD The number of managers (211) as director, and amounted to a sample Search of (150) director and director of the research community overall rate (71%) and represent this community fully representative sample, two tools were used in the study: the first measure of educational leadership in the light of my theory xy and the second tool to gauge morale.

Results concluded that the

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Publication Date
Thu Oct 25 2018
Journal Name
وقائع مؤتمر
تطبيقات انماط قيادة التعقيد في المؤسسات المستندة على المعرفة (التعليم العالي انموذجاً)
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Publication Date
Fri Feb 08 2019
Journal Name
Journal Of The College Of Education For Women
"حركة نیاغارا" في الولایات المتحدة الامریكیة: مقدماتھا ، نشأتھا، ١٩١٠- وعوامل انھیارھا ١٨٩
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The Negro minority in the United States is associated with social injustice,
political deprivation, and economic oppresion. Its members felt that they are
second-class citizens, and that the acceptance of such status will lead to the
continual oppresion of the Whites upon them. As a result, the educated community
adopted a process to put a framework to their opposition to the former's injustice.
This organised framework is exemplified in the "Niagara Movement," which is
regarded as the first national organisation for Negros. The topic of this study is
chosen due to its historical and political significance.
The study consists of an introduction and five sections. The first section
addresses the preliminaries an

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Publication Date
Sat Mar 01 2008
Journal Name
Journal Of Economics And Administrative Sciences
استخدام بعض الطرائق الاحصائية والتصنيف الشجيري في التصنيف والتنبؤ بإفلاس الشركات مالياً
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تستخدم تقنيات التصنيفِ ًبصورة واسعة جدا في كثير من المجالات التطبيقية. ولاسيما في المجالات الاقتصادية والتحليلات المالية كما في عِلْمِ تحليل الزبونِ التنبؤيِpredictive customer analytics ، الذي يتضمن ذلك  الإمتلاكِ، المقايضة، إحتكار وإحراز الإئتمانِ والجباياتِ. إنّ هدفَ أيّ نموذج تصنيفِ هو أَنْ يُصنّفَ َ المشاهدات   في مجموعتين أَو أكثرِ للوصول الى التنبؤ بنتيجةً ترتبط بكُلّ مشاهدة ومثا

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Publication Date
Sat Dec 29 2018
Journal Name
Journal Of Planner And Development
اهمية تطبيق المعايير التخطيطية للفضاءات المفتوحة والخضراء ودورها في التخطيط الافضل للمدن
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Publication Date
Sat Jun 01 2013
Journal Name
الاستاذ
الآخر في الشعر العربي الحديث (من نكسة حزيران إلى أخريات الألفية الثانية)
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الآخر في الشعر العربي الحديث (من نكسة حزيران إلى أخريات الألفية الثانية)