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

Table 7

Comparison of performance on MV portfolio model.

two-objective portfolio model		p-MSNSGA-II	p-MSMODE	p-MSMOEA/D
Hypervolume indicator	Max	1.07e-02	3.65e-02	2.98e-02
	Min	4.20e-03	1.97e-02	9.25e-03
	Avg	8.74e-03	2.17e-02	1.35e-02
	Std	5.46e-02	6.77e-03	7.50e-02