A Hybrid Intelligent Algorithm for Optimal Birandom Portfolio Selection Problems

Table 1

The distributions of securities 𝑘₁, 𝑘₂, and 𝑘₃.

Parameters	𝑘1	𝑘2	𝑘3
𝑎𝑖 (𝑖=1,2,3)	3/4	1/2	1/3
𝑏𝑖 (𝑖=1,2,3)	1/4	1/2	2/3
𝜀𝑖1 (𝑖=1,2,3)	𝑈 [0, 7%]	𝑈 [0, 9%]	𝑈 [0, 11%]
𝜀𝑖2 (𝑖=1,2,3)	𝑈 [−9%, 0]	𝑈 [−11%, 0]	𝑈 [−13%, 0]