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Utilizing RNN based model and bi-objective programming to a new mean-conditional value at risk-entropy for uncertain portfolio optimization with liquidity and diversification

Zahra Faraji Andabil et al.

Fuzzy Optimization and Decision Making2025https://doi.org/10.1007/s10700-025-09451-3article
AJG 3
Weight
0.44

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https://doi.org/https://doi.org/10.1007/s10700-025-09451-3

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@article{zahra2025,
  title        = {{Utilizing RNN based model and bi-objective programming to a new mean-conditional value at risk-entropy for uncertain portfolio optimization with liquidity and diversification}},
  author       = {Zahra Faraji Andabil et al.},
  journal      = {Fuzzy Optimization and Decision Making},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.1007/s10700-025-09451-3},
}

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Utilizing RNN based model and bi-objective programming to a new mean-conditional value at risk-entropy for uncertain portfolio optimization with liquidity and diversification

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Evidence weight

0.44

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.32 × 0.4 = 0.13
M · momentum0.57 × 0.15 = 0.09
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.