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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