Table 12 Contrast estimation results for the performance metric
From: Portfolio optimization by improved NSGA-II and SPEA 2 based on different risk measures
Performance metric | Estimation | NSGA-IIb | NSGA-IIa | SPEA 2b | SPEA 2a |
|---|---|---|---|---|---|
Δ ∗ | NSGA-IIb | 0 | 0.206 | 0.0037 | 0.2158 |
NSGA-IIa | -0.206 | 0 | -0.2023 | 0.0098 | |
SPEA 2b | -0.0037 | 0.2023 | 0 | 0.2121 | |
SPEA 2a | -0.2158 | -0.0098 | -0.2121 | 0 | |
IGD | NSGAIIb | 0 | 0.4151 | -0.0001 | 0.4157 |
NSGAIIa | -0.4151 | 0 | -0.4161 | 0.0006 | |
SPEA 2b | 0.0001 | 0.4161 | 0 | 0.4167 | |
SPEA 2a | -0.4157 | -0.0006 | -0.4167 | 0 | |
HV | NSGA-IIb | 0 | -0.7012 | 0.0054 | -0.7032 |
NSGA-IIa | 0.7012 | 0 | 0.7066 | -0.002 | |
SPEA 2b | -0.0054 | -0.7066 | 0 | -0.7086 | |
SPEA 2a | 0.7032 | 0.002 | 0.7086 | 0 |