Triangular entropy of uncertain variables with application to portfolio selection
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Cites work
- scientific article; zbMATH DE number 3469864 (Why is no real title available?)
- scientific article; zbMATH DE number 4184623 (Why is no real title available?)
- scientific article; zbMATH DE number 3062467 (Why is no real title available?)
- A definition of a nonprobabilistic entropy in the setting of fuzzy sets theory
- A sufficient and necessary condition of uncertainty distribution
- Age replacement policy in uncertain environment
- Cross-entropy measure of uncertain variables
- Entropy of function of uncertain variables
- Fuzzy sets
- Higher order fuzzy entropy and hybrid entropy of a set
- Information Theory and Statistical Mechanics
- Probability measures of fuzzy events
- SOME PROPERTIES OF CONTINUOUS UNCERTAIN MEASURE
- Sine entropy for uncertain variables
- Uncertain decision making and its application to portfolio selection problem
- Uncertainty theory
- Uncertainty theory. An introduction to its axiomatic foundations.
Cited in
(18)- An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences
- A remark on the maximum entropy principle in uncertainty theory
- Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity
- Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint
- Tsallis entropy of uncertain sets and its application to portfolio allocation
- Mean-entropy model of uncertain portfolio selection problem
- Semi entropy of uncertain random variables and its application to portfolio selection
- Elliptic entropy of uncertain random variables with application to portfolio selection
- Uncertain portfolio optimization problem under a minimax risk measure
- Uncertain bi-objective portfolio programming models of risky assets with liquidity and entropy constraints under uncertainty theory based DEA efficiency measures
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory
- A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances
- A new definition of cross-entropy for uncertain variables
- Exponential entropy of uncertain sets and its applications to learning curve and portfolio optimization
- Partial divergence measure of uncertain random variables and its application
- An interest-rate model with jumps for uncertain financial markets
- Tsallis entropy of uncertain random variables and its application
- Parametric optimal control of uncertain systems under an optimistic value criterion
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