Application of Artificial Bee Colony Algorithm to Portfolio Adjustment Problem with Transaction Costs

Table 1

Possibility distributions of 4 securities.

𝑟𝑖	𝑎𝑖	𝑏𝑖	𝛼𝑖	𝛽𝑖
𝑟1	0.05	0.06	0.01	0.01
𝑟2	0.06	0.065	0.02	0.005
𝑟3	0.068	0.075	0.02	0.005
𝑟4	0.065	0.07	0.015	0.03