An Artificial Bee Colony Algorithm for Uncertain Portfolio Selection

Algorithm 2

Chaotic initialization.

(1) set population size SN and dimension of solution 𝐷

  // Randomly generate the initial value of chaotic variable 𝑐𝑥_𝑖,𝑗

(2) for  𝑗=1 to 𝐷  do

(3) 𝑐𝑥_1,𝑗=rand(0,1)

(4) while  𝑐𝑥_1,𝑗∈{0,0.25,0.5,0.75,1}  do

(5)  𝑐𝑥_1,𝑗=rand(0,1)

(6) end while

(7) end for

  // The iterative process of chaotic initialization

(8) for  𝑖=1 to SN  do

(9) for  𝑗=1 to 𝐷  do

(10)  𝑥_𝑖,𝑗=𝑥^𝑗_min+𝑐𝑥_𝑖,𝑗𝑥^𝑗_max−𝑥^𝑗_min

(11)  𝑐𝑥_𝑖+1,𝑗=4𝑐𝑥_𝑖,𝑗(1−𝑐𝑥_𝑖,𝑗)

(12)  end for

(13) end for