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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 6
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Research Article
Application of Artificial Bee Colony Algorithm to Portfolio Adjustment Problem with Transaction Costs
Table 6
Comparison results of modified ABC, ABC, and GA with
.
ā
Return
Risk
Modified ABC
0.200
0.800
0
0
0.059
0.0125
ABC
0.200
0.800
0
0
0.059
0.0125
GA
0.274
0.725
0
0.001
0.058
0.0112