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Journal of Applied Mathematics
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Journal of Applied Mathematics
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2014
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Article
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Tab 2
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Research Article
Application of Artificial Bee Colony Algorithm to Portfolio Adjustment Problem with Transaction Costs
Table 2
Comparison results with different transaction costs with
.
ā
0
0.2
0.381
0.298
0.2
0.8
0.261
0.298
0.8
0
0.223
0.203
0
0
0.135
0.201
0.0309
0.0225
0.0168
0.0239
TC
0.0328
0.0340
0.0430
0.0357