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Portfolio Selection in the Credibilistic Framework Using Renyi Entropy and Renyi Cross Entropy.

Gholanhossein YariAlireza Sajedi
Published in: Int. J. Fuzzy Log. Intell. Syst. (2018)
Keyphrases
  • cross entropy
  • portfolio selection
  • feature space
  • long term
  • maximum likelihood
  • information theoretic
  • multi objective optimization