Elliptic entropy of uncertain random variables with application to portfolio selection.

Lin Chen Rong Gao Yuxiang Bian Huafei Di

Published in: Soft Comput. (2021)

Keyphrases

random variables
portfolio selection
graphical models
probability distribution
bayesian networks
joint distribution
conditional probabilities
normal distribution
stochastic optimization problems
multi objective
probabilistic model
distribution function
conditional distributions