Development of fuzzy Artificial Intelligence and Multi-Objective planning Model to Optimize the Portfolio of Investment Companies
Proper management and optimal allocation of financial resources will increase gross national product and growth, create jobs and increase public welfare. The purpose of this study is to present an investment strategy that has tried to pave the way for the development of the investing company in the...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2021-08-01
|
| Series: | مطالعات مدیریت کسب و کار هوشمند |
| Subjects: | |
| Online Access: | https://ims.atu.ac.ir/article_12408_8693d5db18ea4bb12f43128b84b5bd5e.pdf |
| _version_ | 1797386072197431296 |
|---|---|
| author | Maghsoud Amiri Iman Raeesi Vanani Seyed Hossein Razavi Hajiagha Taranoush Jafari |
| author_facet | Maghsoud Amiri Iman Raeesi Vanani Seyed Hossein Razavi Hajiagha Taranoush Jafari |
| author_sort | Maghsoud Amiri |
| collection | DOAJ |
| description | Proper management and optimal allocation of financial resources will increase gross national product and growth, create jobs and increase public welfare. The purpose of this study is to present an investment strategy that has tried to pave the way for the development of the investing company in the financial markets. Therefore, the forthcoming research can be considered as applied in terms of purpose. Also, considering that in the present research, mathematical modeling, modeling, artificial intelligence, etc. are used and the optimization of the investor company's portfolio is evaluated with the proposed model, so it is a quantitative and descriptive research. This study evaluated the performance of the proposed model in three modes: prudent, moderate and risky investor company. The results showed that for all three cases, the proposed strategy performs significantly better than the market index and other previous strategies. At the end of the investment period, the risky portfolio was more valuable than other portfolios. On the other hand, a prudent portfolio has achieved a more stable and stable return. These results revealed that the proposed fuzzy programming is able to reflect the characteristics and desires of the investor company in the portfolio composition. |
| first_indexed | 2024-03-08T22:03:39Z |
| format | Article |
| id | doaj.art-dd135c96d92e47199c442b820bbc2fd9 |
| institution | Directory Open Access Journal |
| issn | 2821-0964 2821-0816 |
| language | fas |
| last_indexed | 2024-03-08T22:03:39Z |
| publishDate | 2021-08-01 |
| publisher | Allameh Tabataba'i University Press |
| record_format | Article |
| series | مطالعات مدیریت کسب و کار هوشمند |
| spelling | doaj.art-dd135c96d92e47199c442b820bbc2fd92023-12-19T10:34:23ZfasAllameh Tabataba'i University Pressمطالعات مدیریت کسب و کار هوشمند2821-09642821-08162021-08-0193620924310.22054/ims.2021.53443.175412408Development of fuzzy Artificial Intelligence and Multi-Objective planning Model to Optimize the Portfolio of Investment CompaniesMaghsoud Amiri0Iman Raeesi Vanani1Seyed Hossein Razavi Hajiagha2Taranoush Jafari3Professor, Department of Industrial Management, Faculty of Management and Accounting, Allameh Tabataba’i University, Tehran, Iran.(Corresponding Author: amiri@atu.ac.ir)Associate Professor, Department of Industrial Management, Faculty of Management and Accounting, Allameh Tabataba’i University, Tehran, Iran.Faculty member(Assistant Assistant Professor, Department of Management, Faculty of Management and Financial Sciences, Khatam University, Tehran, Iran.PhD Student, Operations Research Management, Faculty of Management and Accounting, Allameh Tabataba’i University, Tehran, Iran..Proper management and optimal allocation of financial resources will increase gross national product and growth, create jobs and increase public welfare. The purpose of this study is to present an investment strategy that has tried to pave the way for the development of the investing company in the financial markets. Therefore, the forthcoming research can be considered as applied in terms of purpose. Also, considering that in the present research, mathematical modeling, modeling, artificial intelligence, etc. are used and the optimization of the investor company's portfolio is evaluated with the proposed model, so it is a quantitative and descriptive research. This study evaluated the performance of the proposed model in three modes: prudent, moderate and risky investor company. The results showed that for all three cases, the proposed strategy performs significantly better than the market index and other previous strategies. At the end of the investment period, the risky portfolio was more valuable than other portfolios. On the other hand, a prudent portfolio has achieved a more stable and stable return. These results revealed that the proposed fuzzy programming is able to reflect the characteristics and desires of the investor company in the portfolio composition.https://ims.atu.ac.ir/article_12408_8693d5db18ea4bb12f43128b84b5bd5e.pdfportfolio optimizationtechnical analysismulti-objective planningartificial intelligencefuzzy logicgenetic algorithm |
| spellingShingle | Maghsoud Amiri Iman Raeesi Vanani Seyed Hossein Razavi Hajiagha Taranoush Jafari Development of fuzzy Artificial Intelligence and Multi-Objective planning Model to Optimize the Portfolio of Investment Companies مطالعات مدیریت کسب و کار هوشمند portfolio optimization technical analysis multi-objective planning artificial intelligence fuzzy logic genetic algorithm |
| title | Development of fuzzy Artificial Intelligence and Multi-Objective planning Model to Optimize the Portfolio of Investment Companies |
| title_full | Development of fuzzy Artificial Intelligence and Multi-Objective planning Model to Optimize the Portfolio of Investment Companies |
| title_fullStr | Development of fuzzy Artificial Intelligence and Multi-Objective planning Model to Optimize the Portfolio of Investment Companies |
| title_full_unstemmed | Development of fuzzy Artificial Intelligence and Multi-Objective planning Model to Optimize the Portfolio of Investment Companies |
| title_short | Development of fuzzy Artificial Intelligence and Multi-Objective planning Model to Optimize the Portfolio of Investment Companies |
| title_sort | development of fuzzy artificial intelligence and multi objective planning model to optimize the portfolio of investment companies |
| topic | portfolio optimization technical analysis multi-objective planning artificial intelligence fuzzy logic genetic algorithm |
| url | https://ims.atu.ac.ir/article_12408_8693d5db18ea4bb12f43128b84b5bd5e.pdf |
| work_keys_str_mv | AT maghsoudamiri developmentoffuzzyartificialintelligenceandmultiobjectiveplanningmodeltooptimizetheportfolioofinvestmentcompanies AT imanraeesivanani developmentoffuzzyartificialintelligenceandmultiobjectiveplanningmodeltooptimizetheportfolioofinvestmentcompanies AT seyedhosseinrazavihajiagha developmentoffuzzyartificialintelligenceandmultiobjectiveplanningmodeltooptimizetheportfolioofinvestmentcompanies AT taranoushjafari developmentoffuzzyartificialintelligenceandmultiobjectiveplanningmodeltooptimizetheportfolioofinvestmentcompanies |