Table 4 Average rankings achieved by the Friedman test for the NSGA-IIa algorithm with different parameter settings
From: Portfolio optimization by improved NSGA-II and SPEA 2 based on different risk measures
NSGA-IIa | Rankings |
|---|---|
Pcross=0.45,d=0.5,Pmut=0.5,μm=0.1,σm=0.15 | 58.89 |
Pcross=0.45,d=1,Pmut=0.3,μm=0.1,σm=0.10 | 5 9 . 3 3 |
Pcross=0.45,d=1,Pmut=0.3,μm=0.1,σm=0.15 | 58.00 |
Pcross=0.45,d=1,Pmut=0.3,μm=0.3,σm=0.10 | 57.89 |
Pcross=0.45,d=1,Pmut=0.5,μm=0.3,σm=0.20 | 59.22 |