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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 Dec 01 2017
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
The relationship between the external environment analysis and banking facilities: An Applied Research in the Rafidain and Rasheed Bank
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Is the subject of environmental analysis of the important issues that should occupy the attention of the departments of banks in general and banks in particular, the research sample, regardless of their size and the nature of its activity, So if the current era and witnessing rapid developments and changes, making the banking environment is more complex and interconnected than ever, And it became not possible for banks to be aware and understand the external environment variables without an analysis of the various constituent elements and influential heavily in its financial and administrative,Therefore research aims to find out the relationship between the external environment and banking facilities analysis application on the Rafidain

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Publication Date
Fri Jan 01 2021
Journal Name
Journal Of Economics And Administrative Sciences
The Role Of Succession Planning In Human Capital Development In Organizations ( the Field of the research at the Oil Training Institute – Baghdad
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  To identify the importance of the role of succession planning in developing human capital in organizations in light of the accelerating and dynamic events and changes in the work environment, and the research problem indicated the seriousness of employees retiring or leaving their positions for any reason and the extent of its impact on the organization in creating gaps in leadership and problems In managing the talent injection because there will be a shortage of talent, which in turn will affect the general performance of the business in the researched institute, so the importance of research appears in trying to present a set of solutions through which some of the problems facing the organization in quest

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Publication Date
Sun Jan 01 2017
Journal Name
Pertanika Journal Of Science & Technology
Modified Kohonen network algorithm for selection of the initial centres of Gustafson-Kessel algorithm in credit scoring
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Credit risk assessment has become an important topic in financial risk administration. Fuzzy clustering analysis has been applied in credit scoring. Gustafson-Kessel (GK) algorithm has been utilised to cluster creditworthy customers as against non-creditworthy ones. A good clustering analysis implemented by good Initial Centres of clusters should be selected. To overcome this problem of Gustafson-Kessel (GK) algorithm, we proposed a modified version of Kohonen Network (KN) algorithm to select the initial centres. Utilising similar degree between points to get similarity density, and then by means of maximum density points selecting; the modified Kohonen Network method generate clustering initial centres to get more reasonable clustering res

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Publication Date
Sun Oct 21 2018
Journal Name
Al–bahith Al–a'alami
Ways to face rumors in the social networking site Facebook: Research thesis from the PhD thesis
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The research deals with the subject of «ways to face rumors in the site of social networking Facebook», a research based on a doctoral thesis, as the research dealt with rumors in the most dangerous type of new media, which sites of social communication with the global community as spreading rumors of all kinds and afflicts everyone who has eyes on him Of the audience of these sites, and aims to identify the rumors on Facebook because it is one of the most popular sites in the world and the strategy of combating the rumors published by Facebook users in their personal pages and groups that organize them, as well as identify methods and methods that can be During which the face of the rumors in the said site and eliminate them t

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Publication Date
Thu Feb 01 2018
Journal Name
Journal Of Economics And Administrative Sciences
Comparison Some Robust Estimators for Estimate parameters logistic regression model to Binary Response – using simulation)).
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 The logistic regression model of the most important regression models a non-linear which aim getting estimators have a high of efficiency, taking character more advanced in the process of statistical analysis for being a models appropriate form of Binary Data.                                                          

Among the problems that appear as a result of the use of some statistical methods I

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Publication Date
Thu Jun 01 2023
Journal Name
Baghdad Science Journal
Concentrations, Sources and Distribution of Polycyclic Aromatic Hydrocarbon (PAHs) Compounds in Basrah soils, Iraq
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  Anthropogenic activities cause soil pollution with different serious pollutants, such as polycyclic aromatic hydrocarbon (PAHs) compounds. This study assessed the contamination of PAHs in soil samples collected from 30 sites divided into eight groups (residential areas, oil areas, agricultural areas, roads, petrol stations, power plants, public parks and electrical generators) in Basrah city-Iraq during 2019-2020. The soil characteristics including (moisture, pH, EC and TOC) were measured. Results showed the following ranges (soil moisture (0.03-0.18%),pH (6.90-8.16), EC (2.48-104.80) mS/cm and TOC (9.90-20.50%)). Gas Chromatography (GC) was used to measure PAHs in extracted soil samples. The total PAH range (499.96 - 5864.86) ng/g dr

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Publication Date
Mon Jan 28 2019
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
The Role of The Knowledge Management Processes in Insurance Service Performance: An Applied Research at The National Insurance Company
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The research aims to measure the relationship and the impact of knowledge management processes to achieve the performance of insurance service, as well as analysis of the reality of the National Insurance Company to identify the level of overall performance, and to achieve this goal, it has been the selection of knowledge management processes according to the survey prepared a supplement to the study (Qubaisi, 2002), and of the four operations (knowledge generation, and storage of knowledge, and the distribution of knowledge, and application of knowledge), which represented the independent variable, and the performance has been the use of quantitative and qualitative measures, (sales growth, customer satisfaction), which represented the

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Publication Date
Tue Mar 05 2024
Journal Name
Journal Of Economics And Administrative Sciences
The Role of Quality of Work Life in Reinforcing Core Competencies: A Descriptive and analytical research in the Ministry of Health
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يهدف البحث إلى تشخيص أوجه القصور ونقاط الضعف في تطبيق أبعاد جودة الحياة الوظيفية ومدى تأثيرها على اتجاهات وسلوكيات الموظفين، وبالتالي علاقتها بتعزيز مقدراتهم الجوهرية. وتنبع القيمة العلمية للبحث من إبراز أهمية أبعاد جودة حياة العمل في تحسين الكفاءة الإنتاجية للعاملين في القطاع العام ورفع مستوى الأداء التنظيمي. ولأن جودة الحياة العملية تلعب دوراً مهماً في تعزيز المقدرات الأساسية للموظفين في القطاع الع

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Publication Date
Sat Dec 30 2023
Journal Name
Journal Of Economics And Administrative Sciences
The Role of Quality of Work Life in Reinforcing Core Competencies: A Descriptive and analytical research in the Ministry of Health
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The research aims to diagnose the shortcomings and weaknesses in applying the dimensions of the quality of work life and the extent of their impact on employees’ attitudes and behaviors, and thus their relationship to enhancing their core competencies. The scientific value of the research stems from highlighting the importance of the dimensions of the quality of professional life in improving the productive efficiency of workers in the public sector and raising the level of organizational performance. Because the quality of working life plays an important role in enhancing the core competencies of employees in the public sector, it can also be an incentive or a disincentive for any employee by adapting to the economic and social condition

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Publication Date
Mon Oct 01 2018
Journal Name
Journal Of Economics And Administrative Sciences
Nurse Scheduling Problem Using Hybrid Simulated Annealing Algorithm
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Nurse scheduling problem is one of combinatorial optimization problems and it is one of NP-Hard problems which is difficult to be solved as optimal solution. In this paper, we had created an proposed algorithm which it is hybrid simulated annealing algorithm to solve nurse scheduling problem, developed the simulated annealing algorithm and Genetic algorithm. We can note that the proposed algorithm (Hybrid simulated Annealing Algorithm(GS-h)) is the best method among other methods which it is used in this paper because it satisfied minimum average of the total cost and maximum number of Solved , Best and Optimal problems. So we can note that the ratios of the optimal solution are 77% for the proposed algorithm(GS-h), 28.75% for Si

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