Research Article
An Artificial Bee Colony Algorithm for Uncertain Portfolio Selection
Table 1
The zigzag uncertain returns of 8 securities.
| Security | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 |
| | 0.006 | −0.017 | 0.085 | 0.050 | 0.163 | −0.035 | 0.095 | 0.116 | | 0.011 | −0.035 | 0.103 | 0.062 | 0.172 | −0.082 | 0.161 | 0.235 | | 0.028 | 0.013 | 0.128 | 0.095 | 0.193 | 0.022 | 0.232 | 0.527 | | 0.05 | 0.07 | 0.15 | 0.06 | 0.15 | 0.22 | 0.13 | 0.17 | | 0.002 | 0.005 | 0.003 | 0.001 | 0.004 | 0.002 | 0.005 | 0.003 | | 0.1 | 0.05 | 0.09 | 0.06 | 0.07 | 0.05 | 0.06 | 0.06 | | 0.35 | 0.35 | 0.35 | 0.35 | 0.35 | 0.35 | 0.35 | 0.35 |
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