16569

16569

بهينه سازي مسائل مالي بورس با استفاده از آنتروپي

دكتري

رياضي كاربردي - آمار

تيرماه 1395

دكتر غلامحسين ياري

دكتر رحمان فرنوش

رياضي

1395/11/19

1/1/1900 12:00:00 AM

Abstract If we don’t have enough Information about a share, o​r 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 an​d solutions to solve the financial an​d 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 an​d optimizing their related events. Then, by these predictions, we propose some models related to portfolio optimization an​d option pricing. In the other part of this thesis, we improve the entropy principles in fuzzy an​d intuitionistic fuzzy environment by the use of credibility, possibility an​d necessity. Keywords: Entropy; Portfolio Optimization; Call option; Intuitionistic fuzzy; Ant Colony Algorithm .