Research Article

An Improved MOEA/D Algorithm for Complex Data Analysis

Table 7

Statistical results for FTSE 100 indicators.

MetricMOEA/D-AEEMOEA/D-AEE (0.5)MOEA/D-AEE (0.2)MOEA/D-AEE (0.8)

GDBest5.09-065.27-065.46-065.62-06
Median6.83-067.05-067.12-067.65-06
Std.1.32-067.28-071.37-061.27-06
SpacingBest1.70-051.71-051.63-051.62-05
Median2.06-052.07-052.10-052.14-05
Std.4.32-063.76-064.79-064.67-06
Max spreadBest5.81-035.96-035.87-035.84-03
Median5.59-035.56-035.53-035.58-03
Std.1.22-041.59-041.85-041.56-04
DeltaBest4.07-014.01-014.10-014.01-01
Median4.33-014.33-014.38-014.37-01
Std.2.60-022.02-022.01-022.63-02
IGDBest2.43-052.30-062.35-052.29-05
Median3.44-053.71-053.88-053.52-05
Std.9.27-061.14-061.62-051.16-05
HVBest1.37-051.37-051.37-051.37-05
Median1.37-051.37-051.37-051.37-05
Std.8.62-095.08-099.81-098.72-09