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Stock Portfolio Optimization Using a Combined Approach of Multi Objective Grey Wolf Optimizer and Machine Learning Preselection Methods
The present paper deals with optimizing the stock portfolio of active companies listed on the Tehran Stock Exchange based on the forecast price. This paper is based on a combination of different filtering methods such as optimization of trading rules based on technical analysis (ROC, SMA, EMA, WMA,...
Autores principales: | , , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Hindawi
2022
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9444365/ https://www.ncbi.nlm.nih.gov/pubmed/36072718 http://dx.doi.org/10.1155/2022/5974842 |