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Partial triangular entropy of uncertain random variables and its application

Authors :
Rong Gao
Reza Ahmadi
Mohammad Hossein Dehghan
Hamed Ahmadzade
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.

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