فهرس المقالات Pseudo-triangular entropy

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  1 - Pseudo-Triangular Entropy of Uncertain Variables: An Entropy-Based Approach to Uncertain Portfolio Optimization
  Seyyed Hamed Abtahi Gholamhossein Yari Farhad Hosseinzadeh Lotfi Rahman Farnoosh
  10.30495/ijm2c.2022.1939564.1231
  In this paper we introduce concepts of pseudo-triangular entropy as a supplement measure of uncertainty in the uncertain portfolio optimization. We first prove that logarithm entropy and triangular entropy for uncertain variables sometimes may fail to measure the uncert أکثر

  In this paper we introduce concepts of pseudo-triangular entropy as a supplement measure of uncertainty in the uncertain portfolio optimization. We first prove that logarithm entropy and triangular entropy for uncertain variables sometimes may fail to measure the uncertainty of an uncertain variable. Then, we propose a definition of pseudo-triangular entropy as a supplement measure to characterize the uncertainty of uncertain variables and we derive its mathematical properties. We also give a formula to calculate the pseudo-triangular entropy of uncertain variables via inverse uncertainty distribution. Moreover, we use the pseudo-triangular entropy to characterize portfolio risk and establish some uncertain portfolio optimization models based on different types of entropy. A genetic algorithm (GA) is implemented in MATLAB software to solve the corresponding problem. Numerical results show that pseudo-triangular entropy as a quantifier of portfolio risk outperforms logarithm entropy and triangular entropy in the uncertain portfolio optimization. تفاصيل المقالة
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  2 - Partial pseudo-triangular entropy of uncertain random variables with application to portfolio risk management
  Seyyed Hamed Abtahi
  10.30495/ijm2c.2023.1976544.1264
  In this paper, the concept of partial pseudo-triangular entropy as a superior measure of indeterminacy for uncertain random variables is proposed. It is first proved that partial entropy and partial triangular entropy sometimes fail to measure the indeterminacy of an un أکثر

  In this paper, the concept of partial pseudo-triangular entropy as a superior measure of indeterminacy for uncertain random variables is proposed. It is first proved that partial entropy and partial triangular entropy sometimes fail to measure the indeterminacy of an uncertain random variable. Then, the concept of partial pseudo-triangular entropy and its mathematical properties are investigated. To illustrate the outperformance of partial pseudo-triangular entropy as a measure of risk, a portfolio optimization problem is optimized via different types of entropy. Furthermore, a genetic algorithm (GA) is implemented in MATLAB to solve the corresponding problem. Numerical results show that partial pseudo-triangular entropy as a quantifier of portfolio risk outperforms partial entropy and partial triangular entropy in the uncertain random portfolio optimization problem. تفاصيل المقالة