USING INTELLIGENT METHODS IN SOLVING CONSTRAINED PORTFOLIO IN TEHRAN STOCK EXCHANGE

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JAMSHIDI EYNI ESMAT; KHALOOZADEH HAMID

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Journal: FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES) Year:2016 | Volume:9 | Issue:31 Page(s): 85-96

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Title

USING INTELLIGENT METHODS IN SOLVING CONSTRAINED PORTFOLIO IN TEHRAN STOCK EXCHANGE

Author(s)

JAMSHIDI EYNI ESMAT | KHALOOZADEH HAMID | Issue Writer Certificate

Keywords

PORTFOLIOQ2

CONDITIONAL VALUE AT RISKQ2

PARTICLE SWARM OPTIMIZATION ALGORITHMQ2

GENETIC ALGORITHMQ2

IMPERIALIST COMPETITIVE ALGORITHMQ2

Abstract

The optimal PORTFOLIO selection problem to find an optimal way to allocate a fixed amount of capital to a set of available assets which aims to maximize expected returns and minimize risk at the same time, to take place. In this Study is shown that an investor with n risky share, how to reach certain profits with minimal risk. Such a PORTFOLIO, efficient PORTFOLIO is called. For this purpose, the study of evolutionary algorithms, GENETIC ALGORITHM, IMPERIALIST COMPETITIVE ALGORITHM and PARTICLE SWARM OPTIMIZATION ALGORITHM, also with regard to the basic constraints on the investment, we use these practical methods to solve the PORTFOLIO optimization problem. Practical results for the PORTFOLIO optimization problem in the Tehran Stock Exchange, of the 30 company's active in the industry with the selection of 20 companies along with their validation, is obtained. Aims to help investors better and more practical to select different stocks and thus is an effective investment.

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APA: Copy

JAMSHIDI EYNI, ESMAT, & KHALOOZADEH, HAMID. (2016). USING INTELLIGENT METHODS IN SOLVING CONSTRAINED PORTFOLIO IN TEHRAN STOCK EXCHANGE. FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES), 9(31), 85-96. SID. https://sid.ir/paper/200249/en

Vancouver: Copy

JAMSHIDI EYNI ESMAT, KHALOOZADEH HAMID. USING INTELLIGENT METHODS IN SOLVING CONSTRAINED PORTFOLIO IN TEHRAN STOCK EXCHANGE. FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES)[Internet]. 2016;9(31):85-96. Available from: https://sid.ir/paper/200249/en

IEEE: Copy

ESMAT JAMSHIDI EYNI, and HAMID KHALOOZADEH, “USING INTELLIGENT METHODS IN SOLVING CONSTRAINED PORTFOLIO IN TEHRAN STOCK EXCHANGE,” FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES), vol. 9, no. 31, pp. 85–96, 2016, [Online]. Available: https://sid.ir/paper/200249/en

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