تحسين محفظة التنويع الدولي باستخدام خوارزميات مستعمرة النمل : حالة مؤشرات داو جونز الاسلامية

Abstract EN

The objective of this study is to assist in making investment decisions in financial markets in accordance with the principles of Islamic Shari'a by evaluating the optimal portfolio on the basis of international diversification and the differentiation between risk and return to maximize profits.

We have formulated an investment portfolio in the form of Radiation using the Markowitz model, based on risk weights and returns for each asset class.

Assets in this case represent the risk and return weights of the Dow Jones Islamic Indexes (DJIM) on the international stock exchanges of Qatar, Oman, Turkey, Saudi Arabia, Bahrain and Malaysia during the period 2008-2018.

Ant colony algorithms optimization (ACO) have also been used as an effective metaheuristic method to improve Markowitz to compare the risks and returns and achieve the optimal portfolio and extract the border efficiency curve using the Python program.