Greedy Strategies with Multiobjective Optimization for Investment Portfolio Problem Modeling

Table 1

Statistical characteristics of the data before and after processing.

Comparison parameters	Our model	Other model
Number of trades	133	235
Back-test time (same platform)	126.5s	62.7s
Percentage of profitable operations	79.43%	55.56%
Total yield	91765.85%	1940.15%
Max. continuous retracement	15.78%	29.7%