Research Article
An Evolutionary Algorithm for Multiobjective Fuzzy Portfolio Selection Models with Transaction Cost and Liquidity
Table 4
Average set coverage between our algorithm (
), MOEA/D (
), and NSGA-II (
).
| | -metric | | | | |
| | MVS model | 0.7333 | 0 | 0.7552 | 0 | | MVS-E model | 0.7247 | 0 | 0.9689 | 0 |
| | Case (a) | | | | | | MVS model | 0.8181 | 0 | 0.3298 | 0.0051 | | MVS-E model | 0.7308 | 0 | 0.8950 | 0 |
| | Case (b) | | | | | | MVS model | 0.9514 | 0 | 0.1533 | 0 | | MVS-E model | 0.8085 | 0 | 0.9885 | 0 |
|
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