چكيده به لاتين
Abstract
If we don’t have enough Information about a share, or the data are not
sufficient to estimate a trustable statistical model, entropy can be helpful
to calculate the measure of information deficiency.
Our goal in this thesis is to propose some models and solutions to solve
the financial and applied problems related to the exchange. In this thesis,
we aim to better predict the future worth of the shares by working on
vague financial problems and optimizing their related events. Then, by
these predictions, we propose some models related to portfolio optimization
and option pricing.
In the other part of this thesis, we improve the entropy principles in fuzzy
and intuitionistic fuzzy environment by the use of credibility, possibility
and necessity.
Keywords: Entropy; Portfolio Optimization; Call option; Intuitionistic fuzzy; Ant
Colony Algorithm .
