Multi-Swarm Multi-Objective Optimizer Based on -Optimality Criteria for Multi-Objective Portfolio Management

Table 1

Comparison of performance on SCH2.

SCH2		p-MSNSGA-II	p-MSMODE	p-MSMOEA/D	NSGA-II	MODE	MOEA/D
Converge Metric	Max	2.04e-05	1.72e-04	8.03e-04	7.80e-04	3.83e-03	9.96e-03
	Min	3.93e-06	1.20e-06	7.05e-04	3.78e-04	3.35e-03	7.29e-03
	Avg	5.01e-06	8.73e-05	7.59e-04	4.01e-04	3.54e-03	8.19e-03
	Std	2.10e-06	1.61e-05	3.99e-05	1.10e-05	1.98e-04	5.29e-04
Diversity Metric	Max	8.62e-02	6.48e-02	1.13e-01	1.16e-01	1.19e-01	1.31e-01
	Min	3.06e-02	4.93e-02	7.01e-02	4.09e-02	6.62e-02	7.25e-02
	Avg	6.81e-02	5.19e-02	7.73e-02	6.48e-02	7.21e-02	8.59e-02
	Std	5.59e-03	4.95e-03	2.57e-03	1.27e-03	5.50e-03	7.60e-03