Tsallis entropy of uncertain random variables and its application

نویسندگان

چکیده

Tsallis entropy is a flexible extension of Shanon (logarithm) entropy. Since measures indeterminacy an uncertain random variable, this paper proposes the concept partial for variables as devise in chance theory. An approach calculating variables, based on Monte Carlo simulation, provided. As application finance, invoked to optimize portfolio selection returns via crow search algorithm.

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ژورنال

عنوان ژورنال: Soft Computing

سال: 2021

ISSN: ['1433-7479', '1432-7643']

DOI: https://doi.org/10.1007/s00500-021-06070-z