Open AccessOrder υ Entropy and Cross Entropy of Uncertain Variables for Portfolio Selection
Author(s) -
Alireza Sajedi,
Gholamhossein Yari
Publication year - 2020
Publication title -
international journal of fuzzy logic and intelligent systems
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.296
H-Index - 9
eISSN - 2093-744X
pISSN - 1598-2645
DOI - 10.5391/ijfis.2020.20.1.35
Subject(s) - portfolio , entropy (arrow of time) , mathematics , statistical physics , cross entropy , econometrics , mathematical economics , physics , economics , financial economics , thermodynamics
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