Designing the Best Stock Portfolio of Tehran Stock Exchange Using the Bee Colony Algorithm

Mohamadreza Tahmasebi, Hossein Soleimani

Abstract


Proper selection of investment projects in the capital market, including stock exchanges, is one of the most important issues of the day. The right choice of designs requires appropriate investment opportunities on the one hand and appropriate analysis tools and techniques on the other. An appropriate choice can help ensure investor and increase market efficiency. In most cases, there are beneficial investment projects but there is no access to financial resources for them. In an efficient capital market, the operational dimension of the capital is at the disposal of the best investment options and the next priorities are the other resources. Therefore, in planning investment, in addition to evaluating and choosing projects individually, attention should be paid to the interaction and interaction effects of the projects. In other words, we need to take this approach to the choice of plans that do not consider it as an activity that is in void and apart from other goals and decisions, but all the important and important issues involved in choosing a project. Statistical Society The research consists of 112 major stock exchange companies in terms of stock liquidity and data analysis through Meta-heuristic algorithms.


Keywords


stock basket, optimization, Meta-heuristic algorithms, honey bee algorithm

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