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

Table 9

Relative error with 𝜆=0.4.

SN	MCN	Limit	𝑈max	Relative error
10	1000	100	0.0159515	0.0357
20	1000	50	0.0159450	0.0765
20	1500	100	0.0159567	0.0031
20	2000	150	0.0159552	0.0125
30	1500	100	0.0159472	0.0627
30	1000	150	0.0159482	0.0564
40	1500	200	0.0159537	0.0219
50	2000	100	0.0159556	0.0100
60	1000	50	0.0159436	0.0852
70	1500	100	0.0159572	0