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Table 6 Average number of nondominated solutions in the approximated Pareto front (Mean) with the corresponding standard deviation (Std) for each algorithm

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

Problem Dataset NSGA-IIb NSGA-IIa SPEA 2b SPEA 2a
   Mean std Mean Std Mean Std Mean Std
Mean-SV DowJones 52.10 5.75 248.06 4.93 55.65 6.12 250 0
  FF49Industries 16.65 4.61 250 0 15.20 3.68 250 0
  NASDAQ100 14.25 2.90 250 0 13.40 2.89 250 0
  SP500 11.55 3.22 250 0 11.50 3.32 250 0
  NASDAQComp 13.60 2.93 202.50 20.97 13.60 2.93 245.20 9.29
Mean-CVaR DowJones 49.70 6.24 247.33 4.86 51.15 6.66 250 0
  FF49Industries 16.10 3.80 249.95 0.22 17.25 3.19 250 0
  NASDAQ100 16.45 3.27 250 0 16.80 3.86 250 0
  SP500 12.60 2.84 250 0 12.45 2.68 250 0
  NASDAQComp 15.80 3.43 238.60 13.18 16.10 3.91 249.05 2.21
Mean-CVaR-SV DowJones 92.90 14.62 246.33 7.57 91.75 11.96 250 0
  FF49Industries 22.25 7.04 250 0 21.25 6.70 250 0
  NASDAQ100 22.45 5.82 250 0 22.50 3.90 250 0
  SP500 18.20 6.18 250 0 18.85 7.51 250 0
  NASDAQComp 25.65 6.03 250 0 25.65 5.59 250 0