Table 10 Statistics and related p-values for the Friedman aligned omnibus test for each of the four performance metrics
From: Portfolio optimization by improved NSGA-II and SPEA 2 based on different risk measures
Performance metric | Statistic | p-value |
|---|---|---|
S | 0.443 | 0.9312 |
Δ ∗ | 29.59 | 1.681e−06 |
IGD | 30.42 | 1.124e−06 |
HV | 33.5 | 2.528e−07 |