Tsallis entropy of uncertain random variables and its application

DOI10.1007/s00500-021-06070-zzbMath1498.94040OpenAlexW3191555712MaRDI QIDQ2100296

Hamed Ahmadzade, Kamran Rezaei, Hassan Rezaei, Habib Naderi, Zhen Hua He

Publication date: 21 November 2022

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-021-06070-z

zbMATH Keywords

Monte Carlo simulationportfolio selectionchance theoryuncertain random variablecrow search algorithmpartial Tsallis entropy

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Measures of information, entropy (94A17) Portfolio theory (91G10) Information geometry (statistical aspects) (62B11)

Cites Work

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