From: Portfolio optimization by improved NSGA-II and SPEA 2 based on different risk measures

Algorithm | Run-time |
---|---|

NSGA-IIb | \(\mathcal {O}(G m (2N)^{2})\) |

NSGA-IIa | \(\mathcal {O}\left (G m \left (1+2P_{cross}+P_{mut}\right)^{2} N^{2}\right)\) |

SPEA2b | \(\mathcal {O}\left (G (2N)^{3}\right)\) |

SPEA 2a | \(\mathcal {O}\left (G \left (1+2P_{cross}+P_{mut}\right)^{3} N^{3}\right)\) |