Managing the risk based on entropic value-at-risk under a normal-Rayleigh distribution.
Dilan AhmedFazlollah SoleymaniMalik Zaka UllahHataw HasanPublished in: Appl. Math. Comput. (2021)
Keyphrases
- risk management
- log normal
- minimum risk
- decision making
- high risk
- portfolio optimization
- risk factors
- risk assessment
- natural disasters
- knowledge base
- graphical models
- gaussian distribution
- information retrieval
- image sequences
- decision trees
- feature selection
- artificial intelligence
- learning algorithm
- genetic algorithm