Choosing the optimal investment portfolio for the Iraq Stock Exchange An applied study using the Asad algorithm for the period(1/1/2010-31/12/2010)

Abstract

The main goal of the research is determined by the possibility of finding a suitable method that the investor can use as a means to build his optimal portfolio that achieves the correct exchange between return and risk and in turn reflects positively on the investor in order to reach his primary goal, which is to maximize his wealth from his limited resources. To achieve this goal, software applications were turned. Modern artificial intelligence in building the optimal portfolio, where the support vector algorithm was chosen, and then the results were improved through one of the optimization algorithms known as the lion algorithm, and it was applied to the monthly closing prices of companies in the Iraqi stock market. Accordingly, the research concluded several conclusions, the most important of which was shown by the experimental results, which is the ability The clear and distinctive Al-Asad algorithm in improving the outputs of the artificial intelligence algorithm.