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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 05 2011
Journal Name
Baghdad Science Journal
Study the Effect of Scattering and Disperse Radiation on Equivalent Dose Rate for Al & Pb Shields
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The effects of scattering and secondary radiation generated inside the material on dose equivalent rate where studied using Co60 and Cs137 sources of activity (199.8 , 177.6) MBq , respectively for different thicknesses of Al , Pb and Pb- glass . The results showed that the equivalent rate increases when the effect of scattering was included for Al and Pb shields with cobalt-60 source of energy 1.25 MeV ; and decreases for Pb shield with Cs-137 source of energy 0.662MeV .The results showed also that the atomic number of The material effects the dose equivalent rate . The Pb-glass shield was found to be more efficient in absorption than other shields.

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Publication Date
Thu Aug 21 2025
Journal Name
Revista Iberoamericana De Psicología Del Ejercicio Y El Deporte, Issn 1886-8576, Vol. 17, Nº. 3, 2022, Págs. 130-132
The Effect of Special Abilities Exercises on Growth Hormone and Achievement for Advanced Weightlifters, Baghdad Clubs
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Autorías: Ghassan Adeeb Abdulhasan, Falih Hashim Fenjan, Hussein Jabber Abood. Localización: Revista iberoamericana de psicología del ejercicio y el deporte. Nº. 3, 2022. Artículo de Revista en Dialnet.

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Scopus
Publication Date
Mon Jun 01 2020
Journal Name
Iraqi Journal Of Physics
Optimum diameter for laser beam and effect of temperature rise on the optical bistability hysteresis loops
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 In this research, analytical study for simulating a Fabry-Perot bistable etalon (F-P cavity) filled with a dispersive optimized nonlinear optical material (Kerr type) such as semiconductors Indium Antimonide (InSb). An optimization procedure using reflective (~85%) InSb etalon (~50µm) thick is described. For this etalon with a (50 µm) spot diameter beam, the minimum switching power is (~0.078 mW) and switching time is (~150 ns), leading to a switching energy of (~11.77 pJ) for this device. Also, the main role played by the temperature to change the etalon characteristic from nonlinear to linear dynamics.

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Publication Date
Fri Apr 12 2019
Journal Name
Journal Of Economics And Administrative Sciences
Imported inflation ... concept, transmission channels, effects, and processors Iraq Case study for the period (1990-2015)
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This research aims to explain the effect of the imported inflation (which moves through the raise of global prices to Iraqi economy) over local prices, besides, the recognition the most important channels of imported inflation moving, its causes, effects, ways and policies that reduce the negative effects. To achieve the research aim, the deductive approach was adopted through using descriptive method to describe and determine phenomenon. The most important conclusion is that the research found out that there are two channels to transmission imported inflation in world. The first channel is the direct channel (prices) and the second channel is the indirect (income). The most important recommendation is to create sovereign fund (O

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Publication Date
Fri May 01 2020
Journal Name
Journal Of Engineering
A Study of the Hydrodynamics Behavior of Cylindrical Gas-Solid Fluidized Beds for pharmaceutical material “Paracetamol “
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The hydrodynamics behavior of gas - solid fluidized beds is complex and it should be analyzed  and understood due to its importance in the design and operating of the units. The effect of column inside diameter and static bed height on the minimum fluidization velocity, minimum bubbling velocity, fluidization index, minimum slugging velocity and slug index have been studied experimentally and theoretically for three cylindrical columns of 0.0762, 0.15 and 0.18 m inside diameters  and 0.05, 0.07 and 0.09 m static bed heights .The experimental results showed that the minimum fluidization and bubbling velocities had a direct relation with column diameter and static bed height .The minimum slugging velocity had an

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Publication Date
Fri Mar 03 2023
Journal Name
International Journal Of Mechanics
CFD Investigation of the Soldering Process for a Small Spherical PCM Made of Lead-tin Alloy
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Unlike welding, soldering does not involve melting the work pieces. Soldering is a process in which two or more items are joined together by melting and putting a filler metal (solder) into the joint. Failure in the solder joint may make the system components lose their functions. Electrical wiring and electronic components are joined to devices and printed circuit boards using soldering. Soldering and brazing are both used in the assembly of musical instruments. Lead-tin alloy solder employed in the current investigation which has a diameter of 4 mm and a density of 11.0103 kg/m3 with continuous heat flux heating from the domain's left side and complete insulation on the other side. The melting of PCM was simulated using the ANSYS

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Publication Date
Tue Jan 08 2019
Journal Name
Iraqi Journal Of Physics
Effect of plasma jet on the water and hydrogen peroxide that used for assisted teeth bleaching
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In this work the interaction of plasma jet with water and hydrogen peroxide liquids used for assisted teeth bleaching by plasma jet had been study. A homemade plasma jet system was used. The plasma jet supply by 15 W electrical power generated by high voltage power supply of 9.6 kV peak to peak and frequency of 33 kHz .this power supply generate high electric field on electrodes that would be enough to ionize the argon gas. Some important agents were study such as the effect of the Ar gas flow rates on the length of the plasma jet, the influence of plasma jet on some properties of water and two hydrogen peroxide concentrations 25 % and 30 % like pH, conductivity and liquid temperature for different exposure time. The liquids temperature

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Publication Date
Thu Aug 21 2025
Journal Name
Journal Mustansiriyah Of Sports Science
The influence of excellent offensive basketball skill-learning activities based on sensory perceptions for female pupils.
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The aim of this research is to develop qualitative workouts based on certain sensory perceptions for the development of offensive basketball abilities and to determine their impact on female pupils. Several findings, based on the au-thor's extensive expertise instructing basketball materials and our closeness to the sample, revealed deficits in some sensory perceptions “in the game of basketball”, which impair the accuracy of passing the ball to the best team-mate. It also affects the pace of dribbling and the difficulty of selecting the op-timal moment and distance to fire. Therefore, the researcher designs qualita-tive activities based on many sensory experiences, including distance, speed, force, and direction shift. In addition, the

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Publication Date
Mon Feb 04 2019
Journal Name
Journal Of The College Of Education For Women
Use digital classification to follow change detection of al Razzazah sebkha For the period(1976-2013)
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The Sebkha is considered the evaporative geomorphological features, where climate plays an active role. It forms part of the surface features in Mesopotamia plain of Iraqi, which is the most fertile lands, and because of complimentary natural and human factors turned most of the arable land to the territory of Sebkha lands. The use satellite image (Raw Data), Landsat 30M Mss for the year 1976 Landsat 7 ETM, and the Landsat 8 for year 2013 (LDCM) for the summer Landsat Data Continuity Mission and perform geometric correction, enhancements, and Subset image And a visual analysis Space visuals based on the analysis of spectral fingerprints earth's This study has shown that the best in the discrimination of Sebkha Remote sensing techniques a

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Publication Date
Fri Nov 15 2024
Journal Name
Iraqi Journal Of Science
Identify the differences between ordinary and barred spiral galaxies, NGC 2649 and NGC 4662 for examples
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Since the beginning of mankind, the view of the sky was present through observations with the naked eye, then it developed with time, and the sciences and tools of astronomical observations developed, including photometric measurements, which reached a high degree of accuracy in describing various cosmic phenomena, including the study of galaxies, their composition, and the differences between them, and from here the importance of this study emerged, to determine the differences between two distinct types of classification of galaxies, which are normal and barred spiral galaxies, where two galaxies NGC 4662 and NGC 2649 were chosen that represented certain types of galaxies to study the morphological structure of the two galaxies, a

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