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Table 3 Classification of the assets belonging to each dataset in terms of skewness (Skew), standard semideviation (Stsd) and standard deviation (Std)

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

  Skew<−0.5 Skew>0.5
Dataset name Assets Stsd>Std Assets Stsd<Std
DowJones 2 2 1 1
FF49Industries 2 2 6 6
NASDAQ100 2 2 20 20
SP500 25 25 109 108
NASDAQComp 19 15 668 668