International Journal of Finance & Managerial Accounting

International Journal of Finance & Managerial Accounting

Investment Portfolio Optimization based on the Ant Lion Optimization Algorithm and comparing it with Conventional Approaches

Document Type : Original Article

Authors
reza nazi 1
mehdi Madanchi Zaj 2
amirreza keyghobadi 3
shadi Shahverdiani 4
1 Ph.D. student of Financial Engineering, Islamic Azad University, Rodhan branch
2 Finance, Faculty of Management, Islamic Azad University E-campus, Tehran, Iran
3 Department of Accounting , Central Tehran Branch , Islamic Azad University , Tehran , Iran.
4 Assistant Professor, Department of Business Administration, Shahr-e-Qods Branch, Islamic Azad University, Tehran, Iran
10.30495/ijfma.2024.78062.2196
Abstract
Nowadays, investors use different criteria for measuring risk. These criteria are selected depending on the behavior of investors in the capital market and the amount of knowledge and mastery of financial issues. Much has been said about the use of risk in stock portfolio analysis, and also, investors, apart from the principle of risk aversion, have always tried to optimize the relationship between risk and return on operations.
Therefore, in this research, the portfolio optimization was based on the approaches of the anteater optimization algorithm and the weed optimization algorithm. This research was conducted for the period of 1400 to 1401 in Tehran Stock Exchange. The statistical method used in this research is multivariate regression method and optimized algorithm. The results of this study showed that: choosing a portfolio using meta-innovative models is better than choosing a portfolio using traditional methods. The anteater optimization algorithm has the ability to select the optimal investment portfolio. Weed Making has the ability to select the optimal investment portfolio.
Keywords: portfolio optimization, anteater optimization algorithm, weed optimization algorithm, traditional portfolio approaches

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