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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 Mar 02 2014
Journal Name
Baghdad Science Journal
Production of Silicon Metal From Iraqi Sand
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In this work, production of silicon metal at high purity of 99% by using Iraqi–starting materials (Iraqi sand and plant coal)was reported, electric arc–furnaces assembly was manufactured inside, the graphite electrodes were made from graphite scrap, this system is operate to produce about 800 gm /6hr of silicon metal to meet the need for manufacturing silicon oils, resins, solar cells, and electronic parts. The procedure, equipments and analysis data were described as well.

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Publication Date
Sun Jul 01 2007
Journal Name
Journal Of The Faculty Of Medicine Baghdad
Antiphospholipid Syndrome, Review of 24 Iraqi patients
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Background: Antiphospholipid syndrome (APS) is a disorder in which vascular thrombosis and / or recurrent pregnancy losses occur in a patient who has laboratory evidence of antibodies against phospholipids or phospholipids binding protein cofactor. Usually the patient presents at an age between 35- 45 years, with equal male to female ratio. Mostly they present with thrombosis or pregnancy complication. A quarter of the patients have thrombocytopenia and about one fifth have hemolytic anemia. The diagnosis rests on the criteria set as the Revised classification criteria for the Antiphospholipid syndrome
Patients and Methods; During the period from 1st Jan. 2002 until the 1st Jan. 2006,24 patients who met&n

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Publication Date
Wed Dec 01 2010
Journal Name
Al-khwarizmi Engineering Journal
Design and Implementation of Iraqi Virtual Library
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      In developing countries, individual students and researchers are not able to afford the high price of the subscription to the international publishers, like JSTOR, ELSEVIER,…; therefore the governments and/or universities of those countries aim to purchase one global subscription to the international publishers to provide their educational resources at a cheaper price, or even freely, to all students and researchers of those institutions. For realizing this concept, we must build a system that sits between the publishers and the users (students or researchers) and act as a gatekeeper and a director of information: this system must register its users and must have an adequate security to e

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Publication Date
Tue Dec 30 2014
Journal Name
Iraqi Journal Of Chemical And Petroleum Engineering
Electrofacies Characterization of an Iraqi Carbonate Reservoir
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Predicting peterophysical parameters and doing accurate geological modeling which are an active research area in petroleum industry cannot be done accurately unless the reservoir formations are classified into sub-groups. Also, getting core samples from all wells and characterize them by geologists are very expensive way; therefore, we used the Electro-Facies characterization which is a simple and cost-effective approach to classify one of Iraqi heterogeneous carbonate reservoirs using commonly available well logs.

The main goal of this work is to identify the optimum E-Facies units based on principal components analysis (PCA) and model based cluster analysis(MC

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Publication Date
Sat Jan 01 2022
Journal Name
Middle East African Journal Of Ophthalmology
Obstacles and challenges facing Iraqi women ophthalmologists
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Publication Date
Tue Jul 13 2021
Journal Name
Journal Of The Faculty Of Medicine Baghdad
Geopolitical factors affecting childhood nutrition: Iraqi case
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In Iraq, child’s health had been deteriorated over three turbulent decades starting from the huge and rapid degradation of the country infrastructure by Iraq –Iran war (1980-1988), Gulf War in 1991, and economic sanction.

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Publication Date
Fri Jan 26 2024
Journal Name
Iraqi Journal Of Science
Determination of Ionospheric Parameters over Iraqi Zone
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In this paper, an analytical study for the behavior of ionospheric parameters (Maximum Usable Frequency (MUF) and Optimum Traffic Frequency (FOT)) has been preformed between transmitter station (Baghdad) and many different receiver stations which are distributed randomly over Iraqi territory. The ionospheric parameters dataset has been made using ICEPAC communication model for annual time for the years 2009-2011 of the solar cycle 24. A simplified ionospheric model has been suggested which based on the correlated relationship between the geographical locations coordinates (longitudes & latitudes) of receiver stations and the dataset of the MUF and FOT parameters. The results of this study showed that the correlation between the ionos

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Publication Date
Wed Mar 10 2021
Journal Name
Baghdad Science Journal
incidence of vulvovaginal candidiasis among iraqi women
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this worl was carried oit on 50 woman they were attended to the gynecological out patinetand non albicans vared among age group

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Publication Date
Tue Jan 08 2019
Journal Name
Iraqi Journal Of Physics
Study of alumina prepared from Iraqi kaolin
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The current research was conducted to report the synthesis of alumina powder from Iraqi kaolin. The kaolin was transformed to metakaolin by calcinations at temperature 800 °C for three hours. Then the calcined kaolin was treated with (1.5 M) from H2SO4 for 6 hours to form Al2(SO4)3.12H2O solution. The precipitate was dried at 80oC for 10 hours and calcinations at different temperatures for two hours. The samples which result was characterized by X–Ray diffraction (XRD) and X–Ray fluorescence (XRF). The results indicate to the crystalline hydrate aluminum sulfate for the sample that be as – synthesis and when calcinations at 600 oC transformed into aluminum sulfate phase. The phases of alumina which we obtain consisted of a gamma a

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Publication Date
Fri Mar 01 2013
Journal Name
Journal Of Economics And Administrative Sciences
Emotional Trends, and Emotional Exhaustion in organizations: (Developing foundations the philosophy and thinking in organizational behavior)
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Emotional exhaustion considered one of the critical factors in the formation and composition of organizational behavior of individuals within organizations, as well as social behavior and psychological, and emotional exhaustion is one of the three components of burnout, as well as depersonalization (cynicism) and low achievement, the emergence of research relevant to this concept began at the beginning of the seventies of the twentieth century, then started to become clear features in the eighties it. This research aims to build intellectual framework for draining emotional exhaustion through highlight on most important philosophical contents, as well as review and analysis of some models associated with this concept, and then a

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