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

  • Published:2020-07-17 Issue:1 Volume:39 Page:155-166
  • ISSN:1064-1246
  • Container-title:Journal of Intelligent & Fuzzy Systems
  • language:
  • Short-container-title:IFS

Author:

Gao Rong1,Ahmadzade Hamed2,Rezaei Kamran3,Rezaei Hassan3,Naderi Habib2

Affiliation:

1. School of Economics and Management, Hebei University of Technology, Tianjin, China

2. Department of Mathematical Sciences, University of Sistan and Baluchestan, Zahedan, Iran

3. Department of Computer Science, University of Sistan and Baluchestan, Zahedan, Iran

Publisher

IOS Press

Subject

Artificial Intelligence,General Engineering,Statistics and Probability

Reference29 articles.

1. Covariance of uncertain random variables and its application to portfolio optimization

2. Partial divergence measure of uncertain random variables and its application;Ahmadzade;Soft Computing,2020

3. Partial Entropy of Uncertain Random Variables;Ahmadzade;Journal of Intelligent and Fuzzy Systems,2017

4. Partial Quadratic Entropy of Uncertain Random Variables;Ahmadzade;Journal of Uncertain Systems,2016

5. Some results of moments of uncertain random variables;Ahmadzade;Iranian Journal of Fuzzy Systems,2017

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