From: Penalty Algorithm Based on Conjugate Gradient Method for Solving Portfolio Management Problem
 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
No.1 | 0.4600 | 0.1900 | 0.1800 | 0.1130 | 0.2400 | 0.4600 | 0.4200 | 0.1500 | 0.1700 | 0.1140 | 0.2100 | 0.4200 |
No.2 | 0.6420 | 0.6560 | 0.6630 | 0.6990 | 0.6080 | 0.5420 | 0.6210 | 0.5550 | 0.6590 | 0.5810 | 0.6850 | 0.6210 |
No.3 | 0.1190 | 0.0590 | 0.2100 | 0.1100 | 0.1200 | 0.1190 | 0.1280 | 0.0580 | 0.2100 | 0.1100 | 0.1300 | 0.1280 |
No.4 | 0.0800 | 0.0350 | 0.2540 | 0.0830 | 0.0960 | 0.0800 | 0.1000 | 0.0340 | 0.2440 | 0.1100 | 0.1200 | 0.1000 |
No.5 | 0.7170 | 0.0940 | 0.4400 | 0.1430 | 0.6880 | 0.7170 | 0.7080 | 0.0190 | 0.3100 | 0.1470 | 0.6810 | 0.7080 |
No.6 | 0.0151 | 0.0105 | 0.0749 | 0.0081 | 0.0133 | 0.0151 | 0.0179 | 0.0083 | 0.0309 | 0.0090 | 0.1390 | 0.0179 |
No.7 | 0.2530 | 0.2430 | 0.3100 | 0.0480 | 0.1500 | 0.2530 | 0.2470 | 0.2440 | 0.3000 | 0.0480 | 0.1500 | 0.2470 |
No.8 | 0.3400 | 0.3006 | 0.3500 | 0.2280 | 0.4800 | 0.3400 | 0.3400 | 0.3026 | 0.3500 | 0.2270 | 0.4800 | 0.3400 |
No.9 | 0.0804 | 0.0579 | 0.1190 | 0.0420 | 0.0600 | 0.0804 | 0.0833 | 0.0597 | 0.1070 | 0.0430 | 0.0600 | 0.0833 |
No.10 | 0.0360 | 0.0230 | 0.0300 | 0.0140 | 0.0360 | 0.0360 | 0.0740 | 0.0210 | 0.0420 | 0.0150 | 0.0540 | 0.0740 |
No.11 | 0.0050 | 0.0130 | 0.0234 | 0.0020 | 0.0020 | 0.0050 | 0.0046 | 0.0130 | 0.0187 | 0.0020 | 0.0014 | 0.0046 |
No.12 | 0.2897 | 0.3100 | 0.4303 | 0.1153 | 0.1930 | 0.2897 | 0.2893 | 0.3200 | 0.3893 | 0.1151 | 0.1927 | 0.2893 |
No.13 | 0.7690 | 0.8060 | 0.9050 | 0.5340 | 0.4980 | 0.7690 | 0.7670 | 0.8090 | 0.8600 | 0.4350 | 0.5700 | 0.7670 |
No.14 | 0.0160 | 0.0110 | 0.0258 | 0.0006 | 0.0050 | 0.0160 | 0.0230 | 0.0170 | 0.0171 | 0.0242 | 0.0220 | 0.0230 |
No.15 | 0.0820 | 0.0370 | 0.0640 | 0.0200 | 0.0550 | 0.0820 | 0.0770 | 0.0370 | 0.0690 | 0.0200 | 0.0490 | 0.0770 |
No.16 | 0.4714 | 0.3607 | 0.6000 | 0.1275 | 0.2700 | 0.4714 | 0.4295 | 0.3585 | 0.5700 | 0.1275 | 0.2600 | 0.4295 |
No.17 | 0.2280 | 0.0950 | 0.1240 | 0.0820 | 0.1650 | 0.2280 | 0.2150 | 0.0970 | 0.1250 | 0.0812 | 0.1520 | 0.2150 |
No.18 | 0.0107 | 0.0053 | 0.0120 | 0.0040 | 0.0070 | 0.0107 | 0.0108 | 0.0416 | 0.0400 | 0.0040 | 0.0120 | 0.0108 |
No.19 | 0.1400 | 0.2000 | 0.2400 | 0.0518 | 0.1100 | 0.1400 | 0.1400 | 0.2000 | 0.2300 | 0.0512 | 0.1200 | 0.1400 |
No.20 | 0.1500 | 0.1600 | 0.2100 | 0.0400 | 0.1100 | 0.1500 | 0.1500 | 0.1500 | 0.2000 | 0.0400 | 0.1100 | 0.1500 |
No.21 | 0.9850 | 1.3137 | 1.3200 | 0.2567 | 0.6100 | 0.9850 | 0.8130 | 1.3179 | 1.2900 | 0.1336 | 0.4300 | 0.8130 |
No.22 | 0.4717 | 0.4800 | 0.5730 | 0.0150 | 0.4271 | 0.4717 | 0.4285 | 0.2500 | 0.2338 | 0.0130 | 0.3816 | 0.4285 |
No.23 | 0.2500 | 0.1250 | 0.3300 | 0.0780 | 0.2000 | 0.2500 | 0.2400 | 0.1260 | 0.3400 | 0.0770 | 0.2000 | 0.2400 |
No.24 | 0.0310 | 0.0600 | 0.0880 | 0.0060 | 0.0300 | 0.0310 | 0.0240 | 0.0600 | 0.0950 | 0.0060 | 0.0190 | 0.0240 |
No.25 | 0.1190 | 0.0590 | 0.2100 | 0.1100 | 0.1200 | 0.1190 | 0.1280 | 0.0580 | 0.2100 | 0.1100 | 0.1300 | 0.1280 |
No.26 | 0.0110 | 0.0139 | 0.0140 | 0.0040 | 0.0090 | 0.0110 | 0.0020 | 0.0137 | 0.0080 | 0.0010 | 0.0010 | 0.0020 |
No.27 | 0.0100 | 0.0640 | 0.0515 | 0.0350 | 0.0040 | 0.0100 | 0.0700 | 0.0630 | 0.0061 | 0.0690 | 0.0733 | 0.0700 |
No.28 | 0.2680 | 0.2770 | 0.4320 | 0.0230 | 0.1900 | 0.2680 | 0.2680 | 0.2740 | 0.4320 | 0.0220 | 0.1880 | 0.2680 |
No.29 | 0.0061 | 0.0060 | 0.6742 | 0.0033 | 0.0050 | 0.0061 | 0.0131 | 0.0220 | 0.4474 | 0.0039 | 0.0099 | 0.0131 |
No.30 | 0.0600 | 0.2200 | 2.2300 | 0.0250 | 0.0400 | 0.0600 | 0.0450 | 0.0100 | 1.5700 | 0.0080 | 0.0300 | 0.0450 |