Semi entropy of uncertain random variables and its application to portfolio selection

DOI10.1007/s11766-022-4106-5OpenAlexW4296476221MaRDI QIDQ2093802

Hamed Ahmadzade, Mehran Farahikia, Jinwu Gao

Publication date: 27 October 2022

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-022-4106-5

zbMATH Keywords

portfolio selectionMonte-Carlo simulationchance theoryuncertain random variablesemi entropy

Mathematics Subject Classification ID

Portfolio theory (91G10) Fuzzy analysis in statistics (62A86) Fuzzy probability (60A86)

Cites Work

• Cross-entropy measure of uncertain variables
• Partial divergence measure of uncertain random variables and its application
• A review of credibilistic portfolio selection
• Uncertain random programming with applications
• Some results of moments of uncertain variable through inverse uncertainty distribution
• Quadratic entropy of uncertain variables
• Uncertain random variables: a mixture of uncertainty and randomness
• Possible generalization of Boltzmann-Gibbs statistics.
• Theory and practice of uncertain programming.
• SINE ENTROPY FOR UNCERTAIN VARIABLES
• Partial entropy of uncertain random variables
• Entropy of Uncertain Random Variables wi h Application to Minimum Spanning Tree Problem
• Uncertainty theory

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