Pseudo-Triangular Entropy of Uncertain Variables: An Entropy-Based Approach to Uncertain Portfolio Optimization

2025/06/08 by Abtahi, Seyyed Hamed, Yari, Gholamhossein, Hosseinzadeh Lotfi, Farhad +1
#Entropy #Pseudo-triangular entropy #Uncertain variable #Uncertainty theory #uncertain portfolio optimization

paper · doi:10.71932/ijm2c.2022.1939564.1231

Abstract

International Journal of Mathematical Modeling & Computations,12(1),61

Related

• Partial pseudo-triangular entropy of uncertain random variables with application to portfolio risk management
• Uncertain Entropy as a Risk Measure in Multi-Objective Portfolio Optimization
• Entropy and Optimization of Portfolios
• Entropy and Uncertainty Analysis in Financial Markets
• Minimum Rényi Entropy Portfolios