An Artificial Bee Colony Algorithm for Uncertain Portfolio Selection

Table 4

Robustness analysis for the modified ABC algorithm (𝑢₀=0.08, ℎ₀=1.8).

SN	MCN	Limit	Objective value	Relative error (%)
10	1500	50	2.2474𝐸−4	0
20	2000	100	2.2445𝐸−4	0.13
20	1500	150	2.2424𝐸−4	0.22
30	2500	150	2.2469𝐸−4	0.02
30	2000	100	2.2369𝐸−4	0.47
40	3000	200	2.2384𝐸−4	0.4
40	1500	100	2.2406𝐸−4	0.3
50	1500	100	2.2372𝐸−4	0.45
60	2000	150	2.2371𝐸−4	0.46
70	2000	50	2.2358𝐸−4	0.52