Work

MOPO-LSI: A User Guide

Year: 2023

Type: preprint

Abstract: MOPO-LSI is an open-source Multi-Objective Portfolio Optimization Library for Sustainable Investments. This document provides a user guide for MOPO-LSI version 1.0, including problem setup, workflow and the hyper-parameters in configurations.

Source: RePEc: Research Papers in Economics

DOI: 10.48550/arxiv.2307.01719

Authors: Zheng, Yong, Shukla, Kumar Neelotpal, Xu, Jasmine, David, Wang, O'Leary, Michael

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4383469207

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