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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