Portfolio Selection Based on Uncertain Random Variables

عنوان به زبان ديگر

پديدآورندگان

Ahmadzade Hamed ahmadzadeh.h.63@gmail.com University of Sistan and Baluchestan , Gao Rong gaor92@sina.com Hebei University of Technology, Tianjin 300401, China , Farahikia Mehran ahmadzadeh.h.63@gmail.com Payame Noor University, 19395-4697, Tehran , Naderi Habib ahmadzadeh.h.63@gmail.com University of Sistan and Baluchestan

تعداد صفحه

8

كليدواژه

chance theory , uncertain random variable , partial entropy , partial divergence measure , portfolio selection.

سال انتشار

1396

عنوان كنفرانس

هفدهمين كنفررانس ملي سيستم هاي فازي، پانزدهمين كنفرانس ملي سيستم هاي هوشمند و ششمين كنگره ملي مشترك سيستم هاي فازي و هوشمند ايران

زبان مدرك

انگليسي

چكيده فارسي

Portfolio selection discusses the problem of how to allocate ones capital to a large number of securities so that the investment can bring a most proﬁtable return. This paper introduces the concept of partial entropy of an uncertain random variables and investigates several properties of this concept. Furthermore, the divergence measure of two uncertain random variables is deﬁned. As an application of partial entropy and partial divergence measure, these concepts are applied to portfolio selection of uncertain random variables.

چكيده لاتين

Portfolio selection discusses the problem of how to allocate ones capital to a large number of securities so that the investment can bring a most proﬁtable return. This paper introduces the concept of partial entropy of an uncertain random variables and investigates several properties of this concept. Furthermore, the divergence measure of two uncertain random variables is deﬁned. As an application of partial entropy and partial divergence measure, these concepts are applied to portfolio selection of uncertain random variables.

كشور

ايران