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Partial triangular entropy of uncertain random variables and its application
- Source :
- Journal of Ambient Intelligence and Humanized Computing. 9:1455-1464
- Publication Year :
- 2017
- Publisher :
- Springer Science and Business Media LLC, 2017.
-
Abstract
- 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 of an uncertain random variable. In this paper, for refining this problem, a definition of partial triangular entropy is presented. In addition, several properties of partial triangular entropy are obtained. Moreover, partial triangular entropy of an uncertain random variable is applied to mean-variance portfolio selection.
- Subjects :
- Mathematical optimization
General Computer Science
Computer science
02 engineering and technology
Maximum entropy spectral estimation
Joint entropy
Generalized relative entropy
Rényi entropy
Binary entropy function
Differential entropy
Entropy power inequality
Entropy (classical thermodynamics)
0202 electrical engineering, electronic engineering, information engineering
Entropy (information theory)
Applied mathematics
Entropy (energy dispersal)
Entropy (arrow of time)
Entropy rate
Conditional entropy
Entropy (statistical thermodynamics)
Principle of maximum entropy
05 social sciences
Maximum entropy thermodynamics
050301 education
Min entropy
Quantum relative entropy
Maximum entropy probability distribution
Portfolio
020201 artificial intelligence & image processing
Transfer entropy
0503 education
Random variable
Joint quantum entropy
Entropy (order and disorder)
Subjects
Details
- ISSN :
- 18685145 and 18685137
- Volume :
- 9
- Database :
- OpenAIRE
- Journal :
- Journal of Ambient Intelligence and Humanized Computing
- Accession number :
- edsair.doi...........60575d42cbebe7237362174b5e1e110b
- Full Text :
- https://doi.org/10.1007/s12652-017-0565-6