An Artificial Bee Colony Algorithm for Uncertain Portfolio Selection

Algorithm 1

The framework of the standard ABC algorithm.

(1) Initialize the population

(2) set cycle = 1

(3) while cycle ≤ MCN do

(4)      Update feasible solutions by employed bees

(5)      Select feasible solutions by onlooker bees

(6)      Update feasible solutions by onlooker bees

(7)      Avoid suboptimal solutions by scout bees

(8)      set cycle = cycle + 1

(9) 𝐞𝐧𝐝  while