Tsallis entropy of uncertain sets and its application to portfolio allocation
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Publication:6574068
DOI10.3934/JIMO.2024032MaRDI QIDQ6574068FDOQ6574068
Authors: Hua Zhao, Hamed Ahmadzade, Mohammad GhasemiGol 
Publication date: 18 July 2024
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
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Cites Work
- A Mathematical Theory of Communication
- Title not available (Why is that?)
- Cumulative Residual Entropy: A New Measure of Information
- Uncertainty theory
- A new definition of independence of uncertain sets
- Membership functions and operational law of uncertain sets
- Entropy operator for membership function of uncertain set
- Cross-entropy measure of uncertain variables
- Uncertain portfolio adjusting model using semiabsolute deviation
- Portfolio selection of uncertain random returns based on value at risk
- Triangular entropy of uncertain variables with application to portfolio selection
- Uncertain portfolio selection with background risk
- Cross-entropy based multi-objective uncertain portfolio selection problem
- Some properties of cumulative Tsallis entropy
- The skewness for uncertain random variable and application to portfolio selection problem
- Quadratic entropy of uncertain sets
- Tsallis entropy of uncertain random variables and its application
- Uncertain random portfolio selection with high order moments
- Portfolio optimization based on generalized information theoretic measures
- Why the Monte Carlo method is so important today
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