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 …

[PDF][PDF] A novel evolutionary optimization algorithm based solution approach for portfolio selection problem

M Shahid, M Shamim, Z Ashraf… - IAES International Journal …, 2022 - academia.edu
The portfolio selection problem is one of the most common problems which drawn the
attention of experts of the field in recent decades. The mean variance portfolio optimization …

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 …

A stochastic fractal search based approach to solve portfolio selection problem

M Shahid, MS Ansari, M Shamim, Z Ashraf - Proceedings of the 2nd …, 2022 - Springer
In capital markets, selecting best assets from the population in the portfolio is very essential
practice for the investors. For risk aversive investors, minimization of risk is one of the most …

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 in stock markets using grey wolf optimization approach

G Ahmad, M Shahid - … on Data Analytics for Business and …, 2022 - ieeexplore.ieee.org
In the stock selection problem, maximizing the returns at least possible risks was always the
most significant target of investors in the security markets. In recent years, various solutions …

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 …