Research Article
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 |
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