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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 Jun 01 2014
Journal Name
Baghdad Science Journal
Spectrophotometric Analytical method for Determination the Drug Compound Salbutamol by using Prussian blue Complex
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This research aims to develop new spectrophotometric analytical method to determine drug compound Salbutamol by reaction it with ferric chloride in presence potassium ferricyanide in acid median to formation of Prussian blue complex to determine it by uv-vis spectrophotmetric at wavelengths rang(700-750)nm . Study the optimal experimental condition for determination drug and found the follows: 1- Volume of(10M) H2SO4 to determine of drug is 1.5 ml . 2- Volume and concentration of K3Fe(CN)6 is 1.5 ml ,0.2% . 3- Volume and concentration of FeCl3 is 2.5ml , 0.2%. 4- Temperature has been found 80 . 5- Reaction time is 15 minute . 6- Order of addition is (drug + K3Fe(CN)6+ FeCl3 + acid) . Concentration rang (0.025-5 ppm) , limit detecti

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Publication Date
Tue Oct 01 2019
Journal Name
Journal Of Economics And Administrative Sciences
The role of strategic leadership in achieving organizational excellence: field research in Al-Faris General Company
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The current research aims to determine the role of strategic leadership in achieving organizational excellence. In this context the sample of the research consist of 123 managers .The research problem can be summarized as {what is the role of strategic leadership in achieving organizational excellence}which resulted in a number of sub-questions and its goal was to explain the theoretical philosophy and intellectual expositions of this variables because of they are vital variables imposed by the current situation. To achieve research objectives we had use the questionnaire as a tool to collect data and information after verifying the validity and dependency of the measures. A number of statistical techniques and tools had been use

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Publication Date
Sun Sep 01 2019
Journal Name
Baghdad Science Journal
PWRR Algorithm for Video Streaming Process Using Fog Computing
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       The most popular medium that being used by people on the internet nowadays is video streaming.  Nevertheless, streaming a video consumes much of the internet traffics. The massive quantity of internet usage goes for video streaming that disburses nearly 70% of the internet. Some constraints of interactive media might be detached; such as augmented bandwidth usage and lateness. The need for real-time transmission of video streaming while live leads to employing of Fog computing technologies which is an intermediary layer between the cloud and end user. The latter technology has been introduced to alleviate those problems by providing high real-time response and computational resources near to the

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Publication Date
Wed Mar 30 2016
Journal Name
College Of Islamic Sciences
The link of destination Using the evidence Analytical Fundamental Study
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This paper seeks to study the link between the fundamentalist evidence based on the observance of governance and interests and the ranks of the three legitimate purposes (necessary, need and detailed). The researcher followed the descriptive-analytical approach. The study reached important results, including that the measurement relates to the three ranks, but predominantly attached to measure the meaning of the need and the need, and the measurement of the semi-formal and semi-predominance improvement. Reclamation is considered by the majority of scholars to be authentic if it is related to the necessity and the need, and that it is not acceptable to improve only by a witness who recommends it. The excuses relate to Hajji and Tahini, no

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Publication Date
Sun Mar 01 2009
Journal Name
Al-khwarizmi Engineering Journal
The Optimum Conditions for Production of Soya Peptone by Acidic Hydrolysis of Soya Proteins
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     This study was carried out to obtain the optimum conditions necessary for the process of soya protein hydrolysis by using hydrochloric acid (as a chemical catalyst) instead of the papain enzyme (as a biological catalyst), for the production of soya peptone. These conditions are implemented to test the effect of the variables of the process of hydrolysis on the nature and quality of the product.

        The production of soya peptone was studied for their importance in the process of preparing and producing the culture media used in medical and microbiological laboratories.

      The process of production of soya peptone includes four main

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Publication Date
Thu Sep 01 2011
Journal Name
Journal Of Economics And Administrative Sciences
The impact of political thinking on the decision maker in analyzing the strategic environment of the state (applied study in the Iraqi Ministry of Finance)
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The Political Thinking Regarded as an important element for the formulation of the stat, weather in its formation, the structure of it s entity, its political system and it s governmental instruments .The political thinking can not act without determined strategy, So they intend to work hard to formulate a railed strategy that make them able to determine its  directions to general issues.

   The Study aimed to solve the problem through the following question:

1- What are the levels of Political Thinking and Strategic Analysis in the financial ministry?

2- What are the relation ship between the dimensions of Political  T

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Publication Date
Tue Oct 11 2022
Journal Name
College Of Islamic Sciences
Hanbali's approach to building long and short travel provisions with issues attached to their provisions
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The problem with research lies in hiding the Hanbali approach in building long and short travel provisions, as well as hiding some provisions relating to short travel that are not provided for by the jurists of Hanbali (in their books).

The research aims to demonstrate the approach and standards on which they based the long and short travel provisions, as well as to reflect the provisions of some of the issues that are silent on long and short travel, with evidence and significance.

The research included a preface and two researches, the researcher in the preface talked about the reality of long and short travel, in the first research on the approach of ha

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Publication Date
Sat Nov 12 2022
Journal Name
Journal Of Accounting And Financial Studies ( Jafs )
The relationship of salary localization and the growth of bank deposits: (applied research for a sample of private banks)
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The research problem consisted in answering the question that revolves around whether there is a relationship to the settlement of salaries with the growth of bank deposits? The research also aimed to provide some initial solutions to improve the role of salary localization, in terms of reviewing the concept of electronic payment systems, its tools and channels, and then identifying the concept of salary localization, its importance, objectives and obstacles to its application, and then analyzing the reality of the state of the settlement of salaries and bank deposits for the research sample banks, which are each of the bank (Ashur International, Business Bay, the Iraqi Middle East for Investment, the Iraqi National, Development and the

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Publication Date
Sat Aug 01 2020
Journal Name
International Journal Of Psychosocial Rehabilitation
Building and legalizing a test for evaluating the tactical learning of the footwork for the foil fencer in the fencing game
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AA wahid, journal mustansiriyah of sports science, 2023

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Publication Date
Mon Dec 05 2022
Journal Name
Baghdad Science Journal
Electron lens Optimization for Beam Physics Research using the Integrated Optics Test Accelerator
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This study proposed control system that has been presented to control the electron lens resistance in order to obtain a stabilized electron lens power. This study will layout the fundamental challenges, hypothetical plan arrangements and development condition for the Integrable Optics Test Accelerator (IOTA) in progress at Fermilab. Thus, an effective automatic gain  control (AGC) unit has been introduced which prevents fluctuations in the internal resistance of the electronic lens caused by environmental influences to affect the system's current and power values ​​and keep them in stable amounts. Utilizing this unit has obtained level balanced out system un impacted with electronic lens surrounding natural varieties.

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