Portfolio optimization on 7 major companies stock price data May 2020 - Sept 2022 (test)
39.13Total Return (%)Ours (Algorithm 3)
Evaluation Results
| Method | Links | |
|---|---|---|
| Ours (Algorithm 3)Weighting Strategy=Inverse Degree2026.06 | 39.13 | |
| Ours (Algorithm 3)Weighting Strategy=Inverse Eigenvector Centrality2026.06 | 35.01 | |
| TITDWeighting Strategy=Inverse Degree2026.06 | 25.46 | |
| UniformWeighting Strategy=Inverse Degree2026.06 | 25.2 | |
| UniformWeighting Strategy=Inverse Eigenvector Centrality2026.06 | 25.2 | |
| GFIWeighting Strategy=Inverse Eigenvector Centrality2026.06 | 24.33 | |
| GFIWeighting Strategy=Inverse Degree2026.06 | 24 | |
| TITDWeighting Strategy=Inverse Eigenvector Centrality2026.06 | 16.53 |