شماره ركورد كنفرانس :
4330
عنوان مقاله :
Portfolio Selection Based on Uncertain Random Variables
عنوان به زبان ديگر :
Portfolio Selection Based on Uncertain Random Variables
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
كليدواژه :
chance theory , uncertain random variable , partial entropy , partial divergence measure , portfolio selection.
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
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.
