Zobrazeno 1 - 10
of 23
pro vyhledávání: '"varma entropy"'
Publikováno v:
Mathematics, Vol 12, Iss 7, p 1046 (2024)
Because of its flexibility and multiple meanings, the concept of information entropy in its continuous or discrete form has proven to be very relevant in numerous scientific branches. For example, it is used as a measure of disorder in thermodynamics
Externí odkaz:
https://doaj.org/article/6c3244891a254e78b02a49882806dbb3
Autor:
Sfetcu Sorina-Cezarina
Publikováno v:
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, Vol 29, Iss 2, Pp 249-264 (2021)
We give a stochastic order for Varma residual entropy and study several properties of it, like closure, reversed closure and preservation of this order in some stochastic models.
Externí odkaz:
https://doaj.org/article/59335ca4dafb44ea9cc4a8848461be36
Akademický článek
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Autor:
Preda Vasile, Băncescu Irina
Publikováno v:
Annals of the West University of Timisoara: Mathematics and Computer Science, Vol 56, Iss 2, Pp 43-70 (2018)
This paper studies, by using the speed-gradient principle, the evolution of non-stationary processes in the context of maximization of Varma, weighted Rényi, weighted Varma and Rényi-Tsallis of order α entropies.
Externí odkaz:
https://doaj.org/article/7ef939b52495415dab1b29799ed2784d
Publikováno v:
Mathematics, Vol 9, Iss 3, p 280 (2021)
We consider a generalization of Awad–Shannon entropy, namely Awad–Varma entropy, introduce a stochastic order on Awad–Varma residual entropy and study some properties of this order, like closure, reversed closure and preservation in some stocha
Externí odkaz:
https://doaj.org/article/1a2a99fed6764ae0b6fc77d7a157a488
Publikováno v:
Entropy, Vol 22, Iss 6, p 663 (2020)
It is well known that Markowitz’s mean-variance model is the pioneer portfolio selection model. The mean-variance model assumes that the probability density distribution of returns is normal. However, empirical observations on financial markets sho
Externí odkaz:
https://doaj.org/article/f32ab8c1cfb442cb97fa5d3ca1f34e68
Akademický článek
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Publikováno v:
Entropy
Volume 22
Issue 6
Entropy, Vol 22, Iss 663, p 663 (2020)
Volume 22
Issue 6
Entropy, Vol 22, Iss 663, p 663 (2020)
It is well known that Markowitz&rsquo
s mean-variance model is the pioneer portfolio selection model. The mean-variance model assumes that the probability density distribution of returns is normal. However, empirical observations on financial ma
s mean-variance model is the pioneer portfolio selection model. The mean-variance model assumes that the probability density distribution of returns is normal. However, empirical observations on financial ma
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7cc96c89cd377cc07f0eb31189af94d2
http://europepmc.org/articles/PMC7517197
http://europepmc.org/articles/PMC7517197
Autor:
Irina Băncescu, Vasile Preda
Publikováno v:
Annals of the West University of Timisoara: Mathematics and Computer Science, Vol 56, Iss 2, Pp 43-70 (2018)
This paper studies, by using the speed-gradient principle, the evolution of non-stationary processes in the context of maximization of Varma, weighted Rényi, weighted Varma and Rényi-Tsallis of order α entropies.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f7c08fc9d9932ed07a8a32ef918c517f
https://doi.org/10.2478/awutm-2018-0015
https://doi.org/10.2478/awutm-2018-0015
Akademický článek
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