The Problem of the Multidimensional Investor's Portfolio Using Nature-Inspired Algorithms - Review Article

Section: Review Paper
Published
Jun 25, 2025
Pages
30-40

Abstract

The backpack problem or the multidimensional investor is an important and well-known hard (discontinuous) constrained combinatorial optimization problem in operations research and optimization. Nowadays, algorithms inspired by nature have become extremely important in solving many mathematical problems, including the problem of the investor's portfolio. In order to reach the best solutions, in this research, three algorithms were used to solve this problem. The marine predator algorithm, which is a very modern algorithm, outperformed the weed algorithm and the black hole algorithm in obtaining the best solution and the least possible time. While the black hole algorithm came in the third place, although it does not need to specify any parameter of the algorithm before its work.

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Al-Thanoon, N., & نعم. (2025). The Problem of the Multidimensional Investor’s Portfolio Using Nature-Inspired Algorithms - Review Article. IRAQI JOURNAL OF STATISTICAL SCIENCES, 18(2), 30–40. Retrieved from https://rjps.uomosul.edu.iq/index.php/stats/article/view/20755