Stock Portfolio Optimization Using a Combined Approach of Multi Objective Grey Wolf Optimizer and Machine Learning Preselection Methods

Table 3

The amount of stock portfolio returns and investment risk in different scenarios.

Scenario	Objective	H&B (%)	NSGA II (%)	MOGWO (%)
Scenario 1	Mean of	12.55	76.96	102.19
Scenario 2		12.62	69.01	107.65
Scenario 3		12.58	82.09	94.72
Scenario 4		12.94	100.52	124.89
Scenario 5		12.95	97.38	124.03
Scenario 6		12.98	93.38	125.51
Scenario 7		13.08	107.73	133.13
Scenario 1	Mean of risk	1.047	2.350	4.459
Scenario 2		1.045	2.350	4.596
Scenario 3		1.012	2.481	4.879
Scenario 4		0.980	2.077	3.713
Scenario 5		0.980	2.209	3.710
Scenario 6		0.987	1.995	3.662
Scenario 7		0.946	1.459	3.346