Tsallis entropy of uncertain sets and its application to portfolio allocation
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Publication:6574068
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Cites work
- scientific article; zbMATH DE number 3173999 (Why is no real title available?)
- A Mathematical Theory of Communication
- A new definition of independence of uncertain sets
- Cross-entropy based multi-objective uncertain portfolio selection problem
- Cross-entropy measure of uncertain variables
- Cumulative Residual Entropy: A New Measure of Information
- Entropy operator for membership function of uncertain set
- Membership functions and operational law of uncertain sets
- Portfolio optimization based on generalized information theoretic measures
- Portfolio selection of uncertain random returns based on value at risk
- Quadratic entropy of uncertain sets
- Some properties of cumulative Tsallis entropy
- The skewness for uncertain random variable and application to portfolio selection problem
- Triangular entropy of uncertain variables with application to portfolio selection
- Tsallis entropy of uncertain random variables and its application
- Uncertain portfolio adjusting model using semiabsolute deviation
- Uncertain portfolio selection with background risk
- Uncertain random portfolio selection with high order moments
- Uncertainty theory
- Why the Monte Carlo method is so important today
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