利用基于RNN的模型和双目标规划实现一种新的均值-条件风险价值-熵的不确定投资组合优化，考虑流动性和分散化

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
• Alireza Nazemi 通讯
• Seyyed Mojtaba Mirlohi