Covariance of uncertain random variables and its application to portfolio optimization

H Ahmadzade, R Gao - Journal of Ambient Intelligence and Humanized …, 2020 - Springer
Covariance is a device to measure the joint variability of two uncertain random variables. If
the greater values of one uncertain random variable associated with the greater values of …

Partial divergence measure of uncertain random variables and its application

H Ahmadzade, R Gao, H Naderi, M Farahikia - Soft Computing, 2020 - Springer
Cross-entropy (divergence measure) of two uncertain random variables characterizes the
difference of two chance distributions. Sometimes, we occur with a complex system as a …

Portfolio optimization of uncertain random returns based on partial exponential entropy

J Liu, H Ahmadzade, H Zarei - Journal of Uncertain Systems, 2022 - World Scientific
Partial entropy is a device to measure uncertainty of an uncertain random variable. In order
to characterize indeterminacy of uncertain random variables, the concept of partial …

Renyi entropy of uncertain random variables and its application to portfolio selection

S Chennaf, J Ben Amor - Soft Computing, 2023 - Springer
This paper proposes a new type of entropy called Renyi entropy as an extension of
logarithm entropy in an uncertain random environment and applies it to portfolio selection …

Partial triangular entropy of uncertain random variables and its application

H Ahmadzade, R Gao, MH Dehghan… - Journal of Ambient …, 2018 - Springer
Partial entropy is a device to measure how much of entropy of an uncertain random variable
belongs to uncertain variables. However, partial entropy may fail to measure the uncertainty …

Partial similarity measure of uncertain random variables and its application to portfolio selection

R Gao, H Ahmadzade, K Rezaei… - Journal of Intelligent …, 2020 - content.iospress.com
A similarity measure determines the similarity between two objects. As important roles of
similarity measure in chance theory, this paper introduces the concept of partial similarity …

A new definition of cross entropy for uncertain random variables and its application

L Jia, X Yang, X Gao - Journal of Intelligent & Fuzzy Systems, 2018 - content.iospress.com
This paper proposes a new definition of cross entropy for uncertain random variables, and
derives a formula. Moreover, this paper introduces generalized cross entropy for uncertain …

[HTML][HTML] Sine entropy of uncertain random variables

G Shi, R Zhuang, Y Sheng - Symmetry, 2021 - mdpi.com
Entropy is usually used to measure the uncertainty of uncertain random variables. It has
been defined by logarithmic entropy with chance theory. However, this logarithmic entropy …

A new measure of indeterminacy for uncertain variables with application to portfolio selection

J Liu, J **e, H Ahmadzade… - Journal of Intelligent & …, 2021 - content.iospress.com
Entropy is a measure for characterizing indeterminacy of a random variable or an uncertain
variable with respect to probability theory and uncertainty theory, respectively. In order to …

Uncertain random simulation algorithm with application to bottleneck assignment problem

S Ding, XJ Zeng, H Zhang - Soft Computing, 2019 - Springer
Uncertain random simulation plays an important role in solving uncertain random
optimization problems that include random variables and uncertain variables. In this paper …