The Scientific World Journal / 2014 / Article / Alg 4

Research Article

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

Algorithm 4

Modified firefly with parameters.
while     do
 Set portfolio problem parameters , and
 Set UIC to 0 and calculate AT value according to (42)
 Set initial values for and
for   to IN do
  Firefly movement
  Apply Selection between old and new solution using Deb rules
  Exploration phase (if necessary)
  Rank all fireflies and find the current best
  Recalculate values for and
end for
end while

You are browsing a BETA version of Click here to switch back to the original design.