Diversified portfolios with different entropy measures.

Jing-Rung Yu Wen-Yi Lee Wan-Jiun Paul Chiou

Published in: Appl. Math. Comput. (2014)

Keyphrases

shannon entropy
information theory
information theoretic
entropy measure
quantitative measures
mutual information
information retrieval
image processing
image segmentation
machine learning
data sets
real time
probabilistic model
database
evaluation measures
information entropy
precision recall
relative entropy