CIVILICA We Respect the Science
Publisher of Iranian Journals and Conference Proceedings
Paper
title

Forecasting and Selecting the Optimal Investment Portfolio in Socio-economic Systems Using Genetic and Levenberg Neural Networks

Credit to Download: 1 | Page Numbers 16 | Abstract Views: 93
Year: 2019
COI code: MIEACONF02_057
Paper Language: English

How to Download This Paper

For Downloading the Fulltext of CIVILICA papers please visit the orginal Persian Section of website.

Authors Forecasting and Selecting the Optimal Investment Portfolio in Socio-economic Systems Using Genetic and Levenberg Neural Networks

Shima Evazpour - MSc, Payam-e-noor University, boushehr, asalouyeh
Maryam Hamedi - Assistant Professor, Payam-e-noor University, Esfahan

Abstract:

The most important objective of any investor is to improve efficiency and reduce the investment risks. Due to the importance of this issue, numerous studies have been done in this field. But in this study, prediction of return and risk covariance has been studied through Genetic-Levenberg neural network, which programmed in matlab software. To present the method validation, the efficiency of top stock exchange companies in Tehran has been evaluated. Results indicated that using this method ensures efficiency with high accuracy and minor errors in the shortest possible time by calculating the mean squared error. An exact formula was obtained which specifies the competency of optimizing a company planning to enter the portfolio. This procedure shows a more efficient performance in comparison to other algorithms and neural networks in terms of high precision, lower error, and less calculation time.

Keywords:

portfolio optimization, return forecast, Levenberg, genetic algorithm, artificial neural network

Perma Link

https://www.civilica.com/Paper-MIEACONF02-MIEACONF02_057.html
COI code: MIEACONF02_057

how to cite to this paper:

If you want to refer to this article in your research, you can easily use the following in the resources and references section:
Evazpour, Shima & Maryam Hamedi, 2019, Forecasting and Selecting the Optimal Investment Portfolio in Socio-economic Systems Using Genetic and Levenberg Neural Networks, 2th international conference on management, industrial engineering, economics and accounting, تفليس-گرجستان, دبيرخانه دائمي با همكاري دانشگاه امام صادق(ع), https://www.civilica.com/Paper-MIEACONF02-MIEACONF02_057.htmlInside the text, wherever referred to or an achievement of this article is mentioned, after mentioning the article, inside the parental, the following specifications are written.
First Time: (Evazpour, Shima & Maryam Hamedi, 2019)
Second and more: (Evazpour & Hamedi, 2019)
For a complete overview of how to citation please review the following CIVILICA Guide (Citation)

Research Info Management

Export Citation info of this paper to research management softwares

New Related Papers

Iran Scientific Advertisment Netword

Share this paper

WHAT IS COI?

COI is a national code dedicated to all Iranian Conference and Journal Papers. the COI of each paper can be verified online.