Large-Scale Portfolio Optimization Using Multiobjective Evolutionary Algorithms and Preselection Methods

Table 2

The simulation time of various algorithms (FEs = 20000).

Algorithms	Methods	S-1	S-2
NSGAII	1000	176.53	175.22
	P-1 (200 stocks)	18.51	18.66
	P-2 (200 stocks)	18.35	18.82
MODE-NDS	1000	178.08	175.86
	P-1 (200 stocks)	18.92	17.54
	P-2 (200 stocks)	18.78	17.72
MOCLPSO	1000	183.96	180.25
	P-1 (200 stocks)	22.05	21.79
	P-2 (200 stocks)	22.19	21.93
MODE-SS	1000	173.58	174.82
	P-1 (200 stocks)	9.33	10.29
	P-2 (200 stocks)	9.32	10.26
NMOEA/D	1000	175.71	175.39
	P-1 (200 stocks)	12.60	13.72
	P-2 (200 stocks)	12.56	13.90