Triangular entropy of uncertain variables with application to portfolio selection
| LEADER | caa a22 4500 | ||
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| 001 | 605470154 | ||
| 003 | CHVBK | ||
| 005 | 20210128100326.0 | ||
| 007 | cr unu---uuuuu | ||
| 008 | 210128e20150801xx s 000 0 eng | ||
| 024 | 7 | 0 | |a 10.1007/s00500-014-1402-x |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s00500-014-1402-x | ||
| 245 | 0 | 0 | |a Triangular entropy of uncertain variables with application to portfolio selection |h [Elektronische Daten] |c [Yufu Ning, Hua Ke, Zongfei Fu] |
| 520 | 3 | |a Entropy is used as a measure to characterize the uncertainty. So far, entropy for uncertain variables in the forms of logarithm function and triangular function has been proposed. This paper mainly studies the concept of triangular entropy, and verifies its properties such as translation invariance and positive linearity. As an application, this paper also considers a mean-variance portfolio selection problem with triangular entropy as a constraint. | |
| 540 | |a Springer-Verlag Berlin Heidelberg, 2014 | ||
| 690 | 7 | |a Entropy |2 nationallicence | |
| 690 | 7 | |a Uncertain variable |2 nationallicence | |
| 690 | 7 | |a Uncertainty theory |2 nationallicence | |
| 690 | 7 | |a Portfolio selection |2 nationallicence | |
| 700 | 1 | |a Ning |D Yufu |u School of Information Engineering, Shandong Youth University of Political Science, 250014, Jinan, China |4 aut | |
| 700 | 1 | |a Ke |D Hua |u School of Economics and Management, Tongji University, 200092, Shanghai, China |4 aut | |
| 700 | 1 | |a Fu |D Zongfei |u School of Information, Renmin University of China, 100872, Beijing, China |4 aut | |
| 773 | 0 | |t Soft Computing |d Springer Berlin Heidelberg |g 19/8(2015-08-01), 2203-2209 |x 1432-7643 |q 19:8<2203 |1 2015 |2 19 |o 500 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s00500-014-1402-x |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s00500-014-1402-x |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Ning |D Yufu |u School of Information Engineering, Shandong Youth University of Political Science, 250014, Jinan, China |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Ke |D Hua |u School of Economics and Management, Tongji University, 200092, Shanghai, China |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Fu |D Zongfei |u School of Information, Renmin University of China, 100872, Beijing, China |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Soft Computing |d Springer Berlin Heidelberg |g 19/8(2015-08-01), 2203-2209 |x 1432-7643 |q 19:8<2203 |1 2015 |2 19 |o 500 | ||