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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 Jan 04 2015
Journal Name
Journal Of Educational And Psychological Researches
المشكلات الاكاديمية التي تواجه طالبات كلية التربية للبنات في الجامعة العراقية من وجهة نظرهن وسبل التغلب عليها
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The present study aimed to identify the problems thatthe students of College of Education, for women in Iraqia university are suffering from and how to overcome them. thesample of the study contained of (392) student which forms (20%) of the basic sample which is  (2180) student, distributed on the six departments of the college they have been chosen randomly and the researcher has used the descriptive analytic method by applying one contains (67) items distributed on six fields,they are as follows: study skills field, academic field, curriculums field, students- teacher relationship field, examinations field, students family field,.

        The study has come with

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Publication Date
Sun Jan 05 2014
Journal Name
Journal Of Educational And Psychological Researches
العملية – التعلمية في عصر الانترنت والصعوبات التي تعيق استعماله " دراسة اجريت على عينة من طالبات كلية التربية للبنات "
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The study aims to introduce at the difficulties in which delay the using of the internet In the educational process – learning , Study was conducted on a sample of students in the College of Education for Girls and the effects of variables : possession of computer , availability of the internet service , and the level of parents on these difficulties ,  Used for this purpose, a total sample size (400) students, distributed Departments . Results showed that the most important difficulties in which delay using of internet were : Lack of knowledge of internet availability , Lack of knowledge of the aim of using this service , and the students satisfaction that the disadvantages is more than the advantages of

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Publication Date
Fri Jun 30 2023
Journal Name
Modern Sport
اثر تمرينات خاصة بأستخدام جهاز المدافع الضوئي المصمم في تنمية بعض القدرات البدنية والاداء المهاري المركب لدى لاعبي كرة اليد
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اتجهت دول العالم الى تسخير جميع الإمكانيات والخبرات والعلوم من اجل الوصول الى مستويات متقدمة في الرياضات المختلفة ويهدف التدريب الرياضي إلى إعداد اللاعبين إعدادا جيدا تكمن مشكلة البحث من خلال خبرة الباحثتان الميدانية ومتابعة تدريبات لاعبي المدرسة التخصصية كرة اليد فقد لوحظ هناك ضعف واضح في الأداء المهاري ولابد من تطوير أوجه الضعف لتحقيق مستوى انجاز افضل . ويهدف البحث اعداد تمرينات خاصة بأستخدام جهاز ا

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Publication Date
Sun Jun 08 2025
Journal Name
Journal Of Babylon Center For Humanities Studies
المغول في كتاب " التاريخ الغياثي " لعبد الله بن فتح الله البغدادي الغياثي (ت بعد سنة ٩٠١ هـ / ١٤٩٥م
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Publication Date
Fri Jan 01 2021
Journal Name
الرك للفلسفة واللسانيات والعلوم االجتماعية
فاعلية المواقع الالكترونية للصحف العراقية في تعزيز القيم الايجابية لدى المجتمع ( دراسة مسحية لعينة من جمهور مدينة بغداد )
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اصبحت وسائل الاعلام في ظل المتغيرات الجديدة قادرة على صياغة وعي وثقافة وهوية الشعوب الى حد كبير في المجتمعات المعاصرة , وذلك نظرا لما تتمتع به من اليات مختصة في التأثير والمتمثلة عموما في التكرار المتنوع للرسالة الاعلامية وقدرة الخطاب الاعلامي في معالجة القضايا المختلفة فضلا عن تقديم المعلومات وغزارتها وشرحها المستفيض , وقد بات من الواضح جدا مدى التأثيرات الكبيرة التي من الممكن ان يحدثها تعرض الافراد للمواق

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Publication Date
Tue Jan 08 2019
Journal Name
Arab Science Heritage Journal
استخلاص عامل التلزن ( اللكتين ) من بكتريا لخلاياEnterococcus faecalis EM1 ودوره في تلزن انواع من البكتريا السالبة لملون غرام
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استخلص عامل التلزن من E. faecalis EM1 بعد تكسير بالكرات الزجاجية والترسيب بالكحول الاثيلي , واجري فحص التلزن وقياسه لمستخلص لخلايا  E. faecalis  مع انواع من البكتريا السالبة لصبغة غرام تضمنت     Escherichia coli  و Klebsiella  pneumonia  و Serratia marcescens   و Pseudomonase aeruginosa و Salmonella typhi , بينت النتائج ان اعلى نسبة تلزن للخلايا والمستخلص تكون مع بكتريا    ٍK. Pneumonia  حيث بلغ66.5 % مقارنة بالسيطرة79.5 % , واوطا قيمة للتلز

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Publication Date
Mon Mar 01 2010
Journal Name
Journal Of Economics And Administrative Sciences
تصميم نظام مقترح لتخصيص مهام العمل لمحطات العمل وباعتماد الطرق الاجتهادية دراسة حال في الشركة العامة للصناعات الكهربائية
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This research work dealt with the problem of layout the production line of engine of fan roof at the General Company for Electrical Industries (GCEI). It was observed that the assembly line of engine was unstable and subject to severe fluctuations. In addition the execution of tasks at some stations was observed to be very fast while at other stations was slow. This phenomenon resulted into bottlenecks between workstations, idle time, and work in process. The system design was used to assign tasks to work stations according to different heuristics (Ranked Positional weight techniques, longest Task Time, Most following tasks, Shortest tasks time, Least number of following task).

The study revealed that th

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Publication Date
Sun Oct 02 2011
Journal Name
Journal Of Educational And Psychological Researches
اثر استخدام قبعات التفكير الست على اكتساب المفاهيم التاريخية واستبقائها لدى طالبات الصف الرابع الادبي في مادة التاريخ
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Problem: Find dimensions of the problem by answering the following question: what the effect of using the Six Thinking Hats strategy to acquire the historical concepts and retain the fourth-grade students in the subject of literary history. Importance of research: current research is gaining importance in many ways, including: 1. Keep pace with the new in the field of education and modern educational strategies. 2. Shed light on innovative education strategy in the teaching of history, which is one of the materials that need to renew the tragedy of instruction methods for students. 3. Out of the monotony and traditional way of teaching to a method and a new strategy to develop the teacher and the learners thinking skills through various

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Publication Date
Mon Nov 19 2018
Journal Name
Arab Science Heritage Journal
دور دور( أبي القاسم قائم مقام )في القضاء على المتنافسين على العرش وتنصيب محمد ميرزا شاهاً على إيران
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  Abu Al- Qasim Qa ,im Maqam is famous figure in political life of lranian; The life of Abu Al- Qasim Qa ,im Maqam is full of incidents and conflicts in the period of the expansion of foreign influence in lran Abu Al- Qasim Qa ,im Maqam has an important role in the history of Iran Modern political considered him one of the most prominent leaders to the unified Arabian nationalistic liberating Abu Al- Qasim Qa ,im Maqam   raised in the history of the Qajar .

 

 

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Publication Date
Thu Jun 01 2006
Journal Name
Journal Of The College Of Languages (jcl)
L'image de l'Arabe et l'attitude d'Albert Camus envers la question algérienne dans sa nouvelle "L'Hôte" de son recueil "L'Exil et le Royaume" : Une étude analytique
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Parmi les oeuvres d'Albert Camus, qui s'éloignent un peu de sa
tendance générale qui traite les thèmes de l'absurde ,du néant et de la
question de la mort , on trouve son recueil "l'Exil et le Royaume" 1957
qui contient six nouvelles qui sont d'une invention moins épouvantable
(le Renégat , la Femme adultère , les Muets , le Pierre qui pousse , l'Hôte
et Jonas). Ces nouvelles , à l'exception du "Renégat" , ne provoquent pas
les questions philosophiques et dialectiques qui dominent la plupart des
oeuvres d'Albert Camus , Mais ces nouvelles traitent tout simplement la
question d'homme exilé dans son existence et sa recherche perpétuelle
de son royaume.

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