Development of fuzzy Artificial Intelligence and Multi-Objective planning Model to Optimize the Portfolio of Investment Companies

Abstract

Proper management and optimal allocation of financial resources will increase gross national product and growth, create jobs and increase public welfare. The purpose of this study is to present an investment strategy that has tried to pave the way for the development of the investing company in the financial markets. Therefore, the forthcoming research can be considered as applied in terms of purpose. Also, considering that in the present research, mathematical modeling, modeling, artificial intelligence, etc. are used and the optimization of the investor company's portfolio is evaluated with the proposed model, so it is a quantitative and descriptive research. This study evaluated the performance of the proposed model in three modes: prudent, moderate and risky investor company. The results showed that for all three cases, the proposed strategy performs significantly better than the market index and other previous strategies. At the end of the investment period, the risky portfolio was more valuable than other portfolios. On the other hand, a prudent portfolio has achieved a more stable and stable return. These results revealed that the proposed fuzzy programming is able to reflect the characteristics and desires of the investor company in the portfolio composition.

Keywords

• portfolio optimization
• technical analysis
• multi-objective planning
• artificial intelligence
• fuzzy logic
• genetic algorithm