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Table 5 Average rankings achieved by the Friedman test for the SPEA 2a algorithm with different parameter settings

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

SPEA 2a

Rankings

Pcross=0.45,d=1,Pmut=0.3,μm=0.1,σm=0.10

64.89

Pcross=0.45,d=1,Pmut=0.3,μm=0.1,σm=0.20

63.44

Pcross=0.45,d=1,Pmut=0.5,μm=0.1,σm=0.10

6 9 . 2 2

Pcross=0.45,d=1,Pmut=0.5,μm=0.1,σm=0.15

67.89

Pcross=0.45,d=1,Pmut=0.5,μm=0.1,σm=0.20

67.56

  1. aThe highest ranking is shown in bold