A novel entropy of intuitionistic fuzzy sets based on similarity and its application in finance

被引：2

作者：

Duc Quynh Tran ^{[1
]}

Xuan Thao Nguyen ^{[2
]}

Doan Dong Nguyen ^{[1
]}

Quang Thuan Nguyen ^{[1
]}

机构：

[1] Vietnam Natl Univ, Int Sch, Hanoi, Vietnam

[2] Vietnam Natl Univ Agr, Fac Informat Technol, Hanoi, Vietnam

来源：

JOURNAL OF INTELLIGENT & FUZZY SYSTEMS | 2022年 / 43卷 / 04期

关键词：

Intuitionistic fuzzy set; similarity measures; stock markets; assets ranking; entropy; DEFINITION;

D O I：

10.3233/JIFS-211563

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

In this paper, we propose a new formula for the entropy based on similarity measures of intuitionistic fuzzy sets (IFS). The contribution of thiswork is the proof that the newformula satisfies all the conditions of entropy. The experimentation on some examples shows that the new entropy is useful. Besides, we use the new entropy and similarity measures to design an algorithm for ranking assets in stock markets. The numerical results on 5 benchmark data sets were reported. It points out that the entropy and the similarity measures of IFS may provide an alternative tool for solving portfolio selection problems.

引用

页码：3899 / 3909

页数：11

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