Using genetic algorithm to build the investment portfolio for a sample of industrial companies
DOI:
https://doi.org/10.36322/jksc.v1i71.14688Keywords:
Genetic algorithm, investment portfolio, sample of industrial companiesAbstract
The subject of investment portfolios is the focus of development of the investment world in the face of the new needs that have emerged for investors. Harry Markowitz, winner of the Nobel Prize in economics, was one of the first to research investment portfolios through his article “Portfolio Selection,” published in the Journal of Finance in 1952. John Holland was one of the first researchers in the genetic algorithm in the 1960s, and Holland and his students and colleagues developed it at the University of Michigan. In the sixties and seventies. Then the genetic algorithm was used in various fields. The genetic algorithm was developed to build the investment portfolio from a large group of stocks listed on the Iraq Stock Exchange and enable investors to achieve the highest returns. The research came in three main paragraphs, the first included the research methodology, while the second dealt with the theoretical framework of the research by addressing the genetic algorithm and building the investment portfolio. The research ends with the third point, which focused on the practical side with conclusions and recommendations
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