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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 May 02 2021
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
The extent of adopting the dimensions of the Blue Ocean Strategy and its impact in the market share: بحث استطلاعي في شركة الحمراء للتأمين
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With the increase in competition between insurance companies in addition to the increasing numbers in the number of insurance companies, whose number decreased to (32) private companies until the end of the year (2020). The blue ocean at the level and its effects on increasing the market share. Therefore, the two researchers tested the hypothesis and the research concluded that there is a relationship A .Also the researcher put some recommendations the most prominent is that the invention is considered one of the successful strategies an d the company has to encourage the employees according to inventive thoughts

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Publication Date
Thu Dec 26 2019
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
تحليل الاداء المالي للقطاع المصرفي في احدى المصارف المدرجة في سوق العراق للأوراق المالية
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Analysis of the main financial statements (financial position, income, cash flow) using the analysis tools gives a clear picture of the results of the annual activity of the economic units, which contribute to the development of future plans and programs and identify weaknesses in the work of economic units including banks. Therefore, the indicators used in the analysis Would be feasible for the rest of the other sectors. such as Central Bank , Security exchange market , which will accordingly contribute in National product , determining market requirements , investor’s desires , knowing economic situation and providing liquidity in a timing manner.

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Publication Date
Fri Sep 30 2022
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
The impact of the risks of foreign currency positions in the audit procedures : Applied research
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The research aims to know the extent of the impact of the risks of foreign exchange centers represented in the risks of commitment, exchange rate changes and liquidity risks in audit procedures, and accordingly the research will provide an applied framework of knowledge that shows the relationship between the variables addressed, and the importance of the research lies in the light of its presentation of intellectual, cognitive and applied contributions On the risks of foreign exchange centers and audit procedures, the research community is represented in the banking sector. The sample included nine private commercial banks listed in the Iraqi Stock Exchange. The research relied on a time series consisting of four years that extended fro

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Publication Date
Sat Dec 01 2018
Journal Name
Journal Of Economics And Administrative Sciences
Reflection of innovative marketing skills on the broad recommendation Survey Research at Asia Telecom- Iraq
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The research aims at clarifying the relationship between innovative marketing skills and broad recommendation as a vital and important issue for organizations in general and service organizations in particular to demonstrate how innovative marketing skills contribute to broad adoption and to determine the relationship between interdependence and the impact of innovative marketing skills on the broad recommendation. Some questions are posed by the research problem. Is there a clear awareness among individuals in the company about the concept of marketing marketing skills and how do innovative marketing skills affect the broad recommendation of the surveyed company? How innovative marketing skills relate to the broad recommendation

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Publication Date
Wed Dec 13 2017
Journal Name
Al-khwarizmi Engineering Journal
Multi-Dimensional Angle of Arrival Estimation by Circular Phased Adaptive Array Antennas
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In this paper the use of a circular array antenna with adaptive system in conjunction with modified Linearly Constrained Minimum Variance Beam forming (LCMVB) algorithm is proposed to meet the requirement of Angle of Arrival (AOA) estimation in 2-D as well as the Signal to Noise Ratio (SNR) of estimated sources (Three Dimensional 3-D estimation), rather than interference cancelation as it is used for. The proposed system was simulated, tested and compared with the modified Multiple Signal Classification (MUSIC) technique for 2-D estimation. The results show the system has exhibited astonishing results for simultaneously estimating 3-D parameters with accuracy approximately equivalent to the MUSIC technique (for estimating elevation and a

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Publication Date
Sat Dec 30 2023
Journal Name
Journal Of Economics And Administrative Sciences
The Effect of Green Training and Development on Sustainable Performance: An Analytical Research in the Ministry of Environment
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The current study aims to test the impact of green training and development on sustainable performance and explore its effects within and outside the Iraqi Ministry of Environment. The main research problem revolves around the question of the extent of implementing green training and development and sustainable performance in the ministry (What is the nature of the relationship between green training and development and sustainable performance in the ministry?). To clarify the relationship between the research variables, two main hypotheses were formulated along with sub-hypotheses. The study also aims to assess the level of the ministry's interest in the research variables and provide key recommendations to enhance sustainable performan

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Publication Date
Sat Dec 01 2012
Journal Name
Journal Of Economics And Administrative Sciences
Comparison between the empirical bayes method with moments method to estimate the affiliation parameter in the clinical trials using simulation
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In this research the Empirical Bayes method is used to Estimate the affiliation parameter in the clinical trials and then we compare this with the Moment Estimates for this parameter using Monte Carlo stimulation , we assumed that the distribution of the observation is binomial distribution while the distribution with the unknown random parameters is beta distribution ,finally we conclude that the Empirical bayes method for the random affiliation parameter is efficient using Mean Squares Error (MSE) and for different Sample size .

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Publication Date
Sun Dec 31 2017
Journal Name
College Of Islamic Sciences
The fate of Pharaoh's magicians in the Quran : objective study
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Out of the search for the truth, the reader of the Holy Qur’an should know the fate of the sorcerers whom Pharaoh threatened when they announced it as pure monotheism in front of seeing the stick as it turned into a clear serpent, when they said: We believe in the Lord of the worlds, the Lord of Moses and Aaron, and the clear promise came to cut and crucify the trunks of palm trees, and they said what they said if Being supplicants to God (May God cause us to die as Muslims), did Pharaoh actually carry out what he promised them?? So we studied that subject from this angle. Because what looms on the horizon of the Holy Qur’an is that there is no one who seeks refuge with God Almighty in times of adversity except that God Almighty has

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Publication Date
Tue Dec 29 2020
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
The role of the auditor in measuring social and environmental performance indicators in light of the implementation of the GRI standards: (Applied research at the Iraqi General Cement Company)
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This study measures the indicators of social and environmental performance of the contents of the administration's prepared reports on its social and environmental performance by comparing the actual performance with the indicators set within the standards of the Global Reports Initiative (GRI), In preparing this research, the researchers relied on studying the criteria of the Global Reporting Initiative, which aims to achieve a high level of performance disclosure under sustainability, In light of contemporary global trends towards achieving sustainable development and its disclosure and the orientations of economic institutions and units in different countries towards emphasizing the extent of commitment during practicing its a

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Publication Date
Tue Oct 01 2013
Journal Name
Journal Of Economics And Administrative Sciences
The Requirements of Achieving Sustainable Competitive Advantage under Framework of Constructing Green Strategy for Business Organizations ( perceptual analytical study)
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The aim of this research is to know how business organizations achieve competitive advantage ,and make it sustainable through constructing a green strategy ( friend to environment) which is reflected on sustaining their competitive advantages .The problem of this study is presented through trying to answer many thoughtful questions, the most important of them are: 

1-Can business organizations today make green strategies supporting their competitive advantage?

2-Is there a framework or mechanism could be depended on by business organizations to manage strategic risks of losing their competit

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