Application of Uncertain Rényi Entropy as a Metric for Risk in Portfolio Optimization
This research introduces a novel multi-objective framework for portfolio optimization that integrates uncertainty theory with Rényi entropy as a risk metric. Unlike traditional models that operate within a probability space and rely on historical data— a challenge for public in...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2025-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/11107404/ |
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