Research Article
An Improved MOEA/D Algorithm for Complex Data Analysis
Table 4
Statistical results for FTSE 100 indicators.
| | Metric | MOEA/D-levy | MOEA/D-AEE | MOEA/D-DEM | MOEA/D-DE | MOEA/D-GA | NSGA-II |
| | GD | Best | 5.27-06 | 5.09-06 | 6.13-06 | 9.04-06 | 2.72-06 | 6.65-06 | | Median | 7.05-06 | 6.83-06 | 8.79-06 | 1.84-05 | 4.61-06 | 9.04-06 | | Std. | 7.28-07 | 1.32-06 | 2.67-06 | 1.70-04 | 1.47-06 | 1.02-06 | | Spacing | Best | 1.71-05 | 1.70-05 | 1.54-05 | 7.22-06 | 1.04-05 | 2.25-05 | | Median | 2.07-05 | 2.06-05 | 2.07-05 | 1.71-05 | 1.98-05 | 2.94-05 | | Std. | 3.67-06 | 4.32-06 | 4.00-06 | 4.81-06 | 5.45-06 | 2.62-06 | | Max spread | Best | 5.96-03 | 5.81-03 | 5.84-03 | 5.58-03 | 5.35-03 | 5.70-03 | | Median | 5.56-03 | 5.59-03 | 5.45-03 | 5.19-03 | 4.87-03 | 5.42-03 | | Std. | 1.59-04 | 1.22-04 | 2.04-04 | 5.21-04 | 4.62-04 | 1.52-04 | | Delta | Best | 4.01-01 | 4.07-01 | 4.13-01 | 4.19-01 | 4.34-01 | 5.40-01 | | Median | 4.33-01 | 4.33-01 | 4.67-01 | 4.64-01 | 5.06-01 | 6.04-01 | | Std. | 2.02-02 | 2.60-02 | 3.19-02 | 5.03-02 | 6.87-02 | 3.13-02 | | IGD | Best | 2.30-05 | 2.43-05 | 2.64-05 | 4.89-05 | 5.30-05 | 3.19-05 | | Median | 3.71-05 | 3.44-05 | 5.09-05 | 8.79-05 | 8.55-05 | 4.59-05 | | Std. | 1.14-05 | 9.27-06 | 1.92-05 | 1.69-04 | 4.97-05 | 1.22-05 | | HV | Best | 1.37-05 | 1.37-05 | 1.37-05 | 1.37-05 | 1.37-05 | 1.37-05 | | Median | 1.37-05 | 1.37-05 | 1.37-05 | 1.36-05 | 1.33-05 | 1.37-05 | | Std. | 5.08-09 | 8.62-09 | 1.73-08 | 1.54-06 | 6.34-07 | 8.84-08 |
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