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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,...

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Detalles Bibliográficos
Autores principales:	Mazraeh, Nasrin Bagheri, Daneshvar, Amir, Madanchi zaj, Mahdi, Roodposhti, Fereydon Rahnamay
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Hindawi 2022
Materias:	Research Article
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

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