Research Article
An Artificial Bee Colony Algorithm for Uncertain Portfolio Selection
Table 4
Robustness analysis for the modified ABC algorithm
,
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| SN | MCN | Limit | Objective value | Relative error () |
| 10 | 1500 | 50 | | 0 | 20 | 2000 | 100 | | 0.13 | 20 | 1500 | 150 | | 0.22 | 30 | 2500 | 150 | | 0.02 | 30 | 2000 | 100 | | 0.47 | 40 | 3000 | 200 | | 0.4 | 40 | 1500 | 100 | | 0.3 | 50 | 1500 | 100 | | 0.45 | 60 | 2000 | 150 | | 0.46 | 70 | 2000 | 50 | | 0.52 |
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