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The Analysis and Improvement of Cross Entropy Approach
Pages: 151-161
Year: Issue:  3
Journal: The Journal of Quantitative & Technical Economics

Keyword:  Cross EntropyAbsolute Value of DeviationDeviation SquareSAM;
Abstract: Focus on the defects of traditional Cross Entropy(CE)approach which applied for the balance and update of Social Accounting Matrix(SAM),This paper proposes the Model I which based on minimizing the expectation absolute value of the deviation entropy and Model Ⅱ which based on minimizing the expectation of the deviation entropy square.The theoretical results show that,the analytical solution solved by the traditional CE approach is a special case of model Ⅰ.Meanwhile,this paper provides the Monte Carlo performance of both traditional CE approach and the improvemental Model Ⅰ and Ⅱ.The simulation results show that,the traffic matrix of SAM for Model Ⅱ has higher accuracy than that for the traditional CE approach,but Model Ⅰ displays lower accuracy than the traditional CE approach.
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