A novel portfolio selection strategy using gradient-based optimizer

M Shahid, Z Ashraf, M Shamim, MS Ansari - Proceedings of International …, 2022 - Springer
Investment in the different securities of capital markets has always been the center of
attraction. The selection of the right combination of securities from the available securities …

Solving constrained portfolio optimization model using stochastic fractal search approach

M Shahid, Z Ashraf, M Shamim… - International Journal of …, 2022 - emerald.com
Purpose Optimum utilization of investments has always been considered one of the most
crucial aspects of capital markets. Investment into various securities is the subject of portfolio …

Solving portfolio selection problem using whale optimization algorithm

F Hasan, F Ahmad, M Shahid, A Khan… - 2022 3rd International …, 2022 - ieeexplore.ieee.org
Researchers have concentrated on exploring effective solution methods for solving complex
portfolio selection problems, such as metaheuristic algorithms. Traditional methodologies …

Towards portfolio selection strategy using cultural algorithm based solution approach

G Ahmad, M Shahid, A Kumar - 2022 2nd International …, 2022 - ieeexplore.ieee.org
One of the critical issues in financial management is portfolio selection and optimization. It
seeks to determine the optimal resource allocation for a group of assets. Since Harry …

Portfolio selection using golden eagle optimizer in Bombay stock exchange

F Hasan, F Ahmad, M Imran, M Shahid… - … Conference on Machine …, 2022 - Springer
In stock market, selection of best combination of stocks to obtain maximum return with
minimum portfolio risk is the most important issue in portfolio management. This paper …

A Risk-Budgeted Portfolio Selection Strategy Using Novel Metaheuristic Optimization Approach

M Shahid, Z Ashraf, M Shamim, MS Ansari… - Congress on Intelligent …, 2022 - Springer
Portfolio construction by selecting the right combination of securities is the subject matter of
portfolio optimization, making efforts to optimize expected return on risk. The investors are …

Cardinality Constrained Portfolio Selection Strategy Based on Hybrid Metaheuristic Optimization Algorithm

F Ahmad, F Hasan, M Shahid, J Chauhan… - … Conference on Data …, 2023 - Springer
Investment is one of the necessary economic activities, and stock market investment attracts
investors due to its profitability, transparency, and liquidity. But the market offers a variety of …

Portfolio Selection Using Golden Eagle Optimizer in Bombay Stock Exchange Check for updates

F Hasan, F Ahmad, M Imran, M Shahid… - Machine Learning and …, 2023 - books.google.com
The portfolio selection problem (PSP) is one of the challenging issues in the field of
economic and financial management. The main target of the portfolio selection is to find the …

Grey Wolf Based Portfolio Optimization Model Optimizing Sharpe Ratio in Bombay Stock Exchange

M Imran, F Hasan, F Ahmad, M Shahid… - … Conference on Machine …, 2022 - Springer
To optimize an expected return and the portfolio risk by selecting the best combination of
stocks is one of the most challenging issues in the share market. In this paper, a portfolio …