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to resolve this issue. In this article, the authors used the concept of entropy and cross entropy to identify fake … profiles as entropy works on the degree of uncertainty. Also, this article shows the comparison of proposed method with the …
Persistent link: https://www.econbiz.de/10012048590
Persistent link: https://www.econbiz.de/10011890185
fuzzy numbers (IVIFNs). The entropy measure for IVIFNs, studied by Ye [2010a], is used to aggregate these decision matrices …. We also introduce a new definition of cross entropy for IVIFNs and used it to rank the alternatives. Finally, an example …
Persistent link: https://www.econbiz.de/10011279164
Persistent link: https://www.econbiz.de/10014295124
This paper presents cross entropy (CE) optimization for optimal design of water distribution networks (WDN) under … uncertain demands. The methodology is applied to two WDNs, and optimization models are solved through cross entropy optimization …
Persistent link: https://www.econbiz.de/10010997273
optimization problem. A cross-entropy-based solution method is also developed to solve the three-stage decision model. Numerical …
Persistent link: https://www.econbiz.de/10010906618
While the cross entropy methodology has been applied to a fair number of combinatorial optimization problems with a … cross entropy (MOCE) procedure for combinatorial optimization problems for which there is a linear relaxation (obtained by …
Persistent link: https://www.econbiz.de/10011209387
Persistent link: https://www.econbiz.de/10008515702
The minimal distance equivalent martingale measure (EMM) defined in Goll and Rüschendorf (2001) is the arbitrage-free equilibrium pricing measure. This paper provides an algorithm to approximate its density and the fair price of any contingent claim in an incomplete market. We first approximate...
Persistent link: https://www.econbiz.de/10005613429
to an entropy-based optimization procedure that imposes a range of consistency and aggregation constraints. We compare …
Persistent link: https://www.econbiz.de/10010778519