The Scientific World Journal / 2014 / Article / Alg 2

Research Article

Firefly Algorithm for Cardinality Constrained Mean-Variance Portfolio Optimization Problem with Entropy Diversity Constraint

Algorithm 2

Arrangement algorithm.
while     do
 select random asset such that
end while
while     do
 select random asset such that
end while
while  true  do
if   and   then
  exit algorithm
end if
for   to   do
  if     then
   if     then
    
   end if
   if     then
    
   end if
  end if
end for
end while