قياس أمثلة المحفظة الاستثمارية باستخدام الخوارزميات الجينية : حالة أسهم بورصة الجزائر

الملخص EN

This study aims to address the problems of risk management portfolio of bank loans based on the diversification strategy sector, and seeks primarily to the application of genetic algorithms (GA) to improve the Markowitz model (return - risk), The problem of portfolio optimization is a multi-objective problem that aims at simultaneously maximizing the expected return of the portfolio and minimizing portfolio risk.

Present study is a heuristic approach to portfolio optimization problem using genetic algorithms technique.

The present study data on a sample of stocks price between 31/01/2010 -31/12/2010 in the Algerian stock Exchange.

Further more in an attempt to evaluate the effectiveness of genetic algorithms to improve the level of risk optimization.