Partial divergence measure of uncertain random variables and its application
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Publication:780262
DOI10.1007/S00500-019-03929-0zbMATH Open1436.60008OpenAlexW2935902583MaRDI QIDQ780262FDOQ780262
Authors: Hamed Ahmadzade, Rong Gao, Habib Naderi, Mehran Farahikia 
Publication date: 15 July 2020
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-019-03929-0
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Cites Work
- Uncertainty theory
- Cross-entropy measure of uncertain variables
- Mean-semivariance models for fuzzy portfolio selection
- Uncertain random programming with applications
- Uncertain random variables: a mixture of uncertainty and randomness
- Portfolio selection with fuzzy returns
- Minimax mean-variance models for fuzzy portfolio selection
- Triangular entropy of uncertain variables with application to portfolio selection
- Title not available (Why is that?)
- A new definition of cross-entropy for uncertain variables
- Partial entropy of uncertain random variables
- On the convergence of uncertain random sequences
- A stronger law of large numbers for uncertain random variables
- Entropy of Uncertain Random Variables wi h Application to Minimum Spanning Tree Problem
- Law of large numbers for uncertain random variables with different chance distributions
Cited In (5)
- Portfolio optimization in real financial markets with both uncertainty and randomness
- Semi entropy of uncertain random variables and its application to portfolio selection
- Tsallis entropy of uncertain random variables and its application
- Portfolio selection of uncertain random returns based on value at risk
- A risk index to find the optimal uncertain random portfolio
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