Portfolio optimization using elliptic entropy and semi-entropy of coherent fuzzy numbers
Pankaj Gupta
Topics & Concepts
Entropy (arrow of time)Fuzzy logicMathematical optimizationComputer scienceMathematicsPortfolioApplied mathematicsArtificial intelligenceFinancial economicsEconomicsPhysicsQuantum mechanicsFuzzy Systems and OptimizationMarket Dynamics and VolatilityRisk and Portfolio Optimization