RÉSUMÉ
Generally, financial investments are necessary for portfolio management. However, the prediction of a portfolio becomes complicated in several processing techniques which may cause certain issues while predicting the portfolio. Moreover, the error analysis needs to be validated with efficient performance measures. To solve the problems of portfolio optimization, a new portfolio prediction framework is developed. Initially, a dataset is collected from the standard database which is accumulated with various companies' portfolios. For forecasting the benefits of companies, a Multi-serial Cascaded Network (MCNet) is employed which constitutes of Autoencoder, 1D Convolutional Neural Network (1DCNN), and Recurrent Neural Network (RNN) is utilized. The prediction output for the different companies is stored using the developed MCNet model for further use. After predicting the benefits, the best company with the highest profit is selected by Integration of Artificial Rabbit and Hummingbird Algorithm (IARHA). The major contribution of our work is to increase the accuracy of prediction and to choose the optimal portfolio. The implementation is conducted in Python platform. The result analysis shows that the developed model achieves 0.89% and 0.56% regarding RMSE and MAE measures. Throughout the analysis, the experimentation of the developed model shows enriched performance.