Research Article

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

Table 4

Amount of rate of return on capital in different scenarios.

ScenarioH&BNSGA IIMOGWO

Scenario 1100.72106.76109.31
Scenario 2100.73105.99109.88
Scenario 3100.73107.26108.55
Scenario 4100.76109.14111.73
Scenario 5100.76108.82111.58
Scenario 6100.77108.92111.67
Scenario 7100.77109.88112.56