Mendeley
TY  _  JOUR
ID  -  tscr-51671
TI  -  Optimizing the investment stock portfolio by using algorithms Meta-heuristics of invasive weeds and cuckoos
JO  -  Rahbord-e-Tousee
JA  -  ES
LA  -  fa
SN  -  1735-2460
AU  -  Mahmoodzadeh maleki Navid
AU  -  mohamadzadeh salteh Heidar 
AU  -  Iranzadeh  Soliman
AD  -  دانشگاه آزاد واحد تبريز 
AD  -  دانشیار، گروه حسابداری ، واحد مرند، دانشگاه آزاد اسلامی، مرند، ایران 
AD  -  دانشگاه آزاد اسلامی واحد تبریز
Y1  -  2025
PY  -  2025
VL  -  82
IS  -  
SP  -  314
EP  -  349
KW  -  Optimization
KW  -   portfolio
KW  -   investment
KW  -   meta-heuristic algorithms.
DO  -  
N2  -  <p>Stock portfolio optimization is one of the key challenges in investment management, which aims to maximize returns and reduce risk. The invasive weed algorithm, inspired by the behavior of weeds in nature, searches for a more optimal stock selection and has a high ability to escape from local optima. On the other hand, the cuckoo algorithm, which is designed based on the behavior of cuckoo birds in laying eggs in the nests of other birds, can well manage the diversity and risk of the stock portfolio. Since deciding on the types of investments and choosing the most suitable investment method is one of the most basic topics of financial management, therefore, the present research seeks to optimize the stock investment portfolio with the risk minimization approach based on the optimal optimization portfolio theory. Sazi is meta-innovative, the statistical population of this research is the tradable investment stock portfolio in Tehran Securities. A systematic screening method was used to determine the sample size. The first step is to accurately define the problem and identify the decision parameters and variables so that it can be more compatible with real problems. After validating the model and taking into account that the desired final result of the research is the optimization of the stock investment portfolio with the approach of risk minimization and stock return maximization, we tried to provide suitable solutions to solve the mathematical model of the problem. Considering the multi-objective nature of the investigated model, there is no dominant solution, which is achieved by using more effective and efficient meta-heuristic algorithms for invasive weed and cuckoo, which is one of the most recent and efficient meta-heuristic optimization algorithms for calculating the optimal weight of baskets. We checked the results. In order to analyze the data after defining the problem, mathematical modeling has been used to develop a mathematical model. Then, in order to optimize the model, exact solution methods and meta-heuristic optimization methods of invasive weed and cuckoo algorithm have been used using Matlab analytical software. Research modeling based on stock optimization with return-risk objectives and meta-heuristic optimization methods of invasive weeds and cuckoo algorithm were presented.</p>
UR  - rimag.ir/en/Article/51671
L1  - rimag.ir/en/Article/Download/51671
ER  -  
