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

Table 6

:Comparison of different filtering methods on stock portfolio optimization.

Scenario	Method	The best rank in earning the	The best rank in earning the risk
1	Trading filter rule	6	6
2	Markov model filter	5	7
3	Predict model filter	7	5
4	Trading filter rule + Markov model filter	3	4
5	Trading filter rule + predict model filter	4	3
6	Markov model filter + predict model filter	2	2
7	Trading filter rule + Markov model filter + predict model filter	1	1