Research Article
An Artificial Bee Colony Algorithm for Uncertain Portfolio Selection
Table 5
The comparison of the modified ABC, ABC, and GA (
,
).
| ā | Modified ABC | ABC | GA |
| | 0.327 | 0.319 | 0.311 | | 0.050 | 0.050 | 0.061 | | 0.090 | 0.132 | 0.158 | | 0.060 | 0.060 | 0.060 | | 0.303 | 0.269 | 0.240 | | 0.050 | 0.050 | 0.050 | | 0.060 | 0.060 | 0.060 | | 0.060 | 0.060 | 0.060 | Risk | | | |
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