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Tsallis Entropy of Uncertain Random Variables and Its Application
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Abstract
Tsallis entropy ia a flexible extension of Shanon (logarithm) entropy. Since, entropy measures indeterminacy of an uncertain random variable, this paper proposes the concept of partial Tsallis entropy for uncertain random variables as a flexible devise in chance theory. An approach for calculating partial Tsallis entropy for uncertain random variables, based on Monte-Carlo simulation, is provided. As an application in finance, partial Tsallis entropy is invoked to optimize portfolio selection of uncertain random returns via crow search algorithm.
Springer Science and Business Media LLC
Title: Tsallis Entropy of Uncertain Random Variables and Its Application
Description:
Abstract
Tsallis entropy ia a flexible extension of Shanon (logarithm) entropy.
Since, entropy measures indeterminacy of an uncertain random variable, this paper proposes the concept of partial Tsallis entropy for uncertain random variables as a flexible devise in chance theory.
An approach for calculating partial Tsallis entropy for uncertain random variables, based on Monte-Carlo simulation, is provided.
As an application in finance, partial Tsallis entropy is invoked to optimize portfolio selection of uncertain random returns via crow search algorithm.
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