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 |