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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
  1. aThe highest ranking is shown in bold