Özet:

The main objective of the study is to select the best portfolio according to the criteria determined by examining the sales of the BIST-30 companies trading on the stock exchange between September 2019 and August 2021. Method - The data obtained from Bist-30 companies were analyzed with the Bear Colony Algorithm developed by transferring to the MATLAP platform and tried to calculate the optimal portfolio. The data of the companies is collected from the Borsa Istanbul address and the companies are numbered from 1 to 30. According to the risk values determined by users, the system has been run and optimum portfolios have been determined. Results - The risk ratio taken in the study is shown by (Sigma). If the study results =0.20, the chosen portfolio is expected to be 14 pieces. As the risk rate increases, the portfolio choice to be selected increases. This situation actually indicates that the performance of the developed algorithm decreases as the risk rate increases. According to these findings, there have been substantial changes in the algorithm of the bear colony and the portfolio selection, and changes in the risk and return curve have been observed due to these changes. Discussions - In the framework of the study, the Bear Colony algorithm based portfolio selection results were observed, in cases where =0.20 gave quite efficient results. The performance of this algorithm has also been evaluated in 6 different ratings for the selection of the risk and return values left to users.

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