The existence of an active and prosperous capital market is always recognized as one of the signs of international development in the countries. The most important issue faced by investors in these markets is the decision to choose the appropriate securities for investm More
The existence of an active and prosperous capital market is always recognized as one of the signs of international development in the countries. The most important issue faced by investors in these markets is the decision to choose the appropriate securities for investment and formation of optimal portfolio. The rating of companies accepted in stock exchange is a complete mirror of their status and is a measure of investment. This will increase the competitiveness, development and market efficiency. In this research, the top 20 companies listed in Tehran Stock Exchange during the third quarter of 2015 are ranked according to financial ratios. In previous studies, optimal portfolio has been determined using data envelopment analysis models and multi-criteria decision making techniques, but the present study combines these two techniques to evaluate and determine the most efficient portfolio. Accordingly, the performance scores of each model are obtained using one of the data envelopment analysis model and then, the weight of each index is obtained using the network analysis process through multi-criteria decision-making techniques.
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Optimal stock portfolio selection is an optimization problem that can be solved by meta-heuristic algorithms. The search power of the meta-innovation algorithm is directly related to the accuracy of selecting the best stocks in the portfolio portfolio. salp swarm algori More
Optimal stock portfolio selection is an optimization problem that can be solved by meta-heuristic algorithms. The search power of the meta-innovation algorithm is directly related to the accuracy of selecting the best stocks in the portfolio portfolio. salp swarm algorithm is one of the new meta-heuristic algorithms that has had good results in selecting the optimal stock portfolio. In this research, a new solution to strengthen the search power in salp swarm algorithm using cosine sine algorithm is presented. Research shows that all-in-one is one of the best ways to choose the best portfolio, but it is also important to consider the future as well. In the first twenty years of the stock market, from the first fifty years of 1398. In this research, using the forward neural network, the future final price of stocks is predicted and by new method for of cosine sine salp swarm algorithm is used to select the optimal stock portfolio. The results indicate that the model presented in this article, compared to traditional methods and market index, provides a higher yield for investors.
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Logical investment decisions require attention to different factors and different criteria at the same time. This goal can be achieved using various methods and algorithms. The purpose of this study is to develop an optimal stock portfolio model using a combination of d More
Logical investment decisions require attention to different factors and different criteria at the same time. This goal can be achieved using various methods and algorithms. The purpose of this study is to develop an optimal stock portfolio model using a combination of data envelopment analysis methods, anomaly clustering algorithm and MLP neural networks.The statistical population of the research is the accepted companies in Tehran Stock Exchange during the period of 1386 to 1396. To create an optimal stock portfolio, all available criteria were grouped to reach the optimal stock portfolio.Then, the results were compared in different approaches based on the Sharp ratio. The results of the research indicate that using the combination of data envelopment analysis, anomaly clustering, MLP neural networks and accounting metrics in the provision of an optimal portfolio of stocks led to Increasing Sharp's ratio compared to other approaches (Risk and Efficiency, Value-Based, and Balanced Scorecard). In general, the simultaneous use of hybrid optimization techniques and comprehensive criteria derived from accounting reports can provide a more efficient basket of portfolios and more desirability for the investors.
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The most important courses are the ones that are taught and the one that is taught and the ones that are taught are the ones that work for each other, in order to make the most profit.In our research, it can be seen that all sorts of solutions are one of the solutions, More
The most important courses are the ones that are taught and the one that is taught and the ones that are taught are the ones that work for each other, in order to make the most profit.In our research, it can be seen that all sorts of solutions are one of the solutions, but the concept of skewness should be considered in the future as well. In the first twenty-first of the first fifty years of 2019, the stock market is given as an example..Evolution is also a model in which the future potential of stocks is predicted by the multilayer perceptron neural network with several scenarios, including the prediction of the stock price time series method itself or the prediction of the impact of factors influencing stock price changes. The results show that the models presented in this article, compared to traditional methods, provide investors with and achieve the optimal formation of the portfolio by selecting the appropriate shares of companies.
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