MOPO-LSI: A User Guide
arXiv:2307.01719v21 citationsh-index: 5Has Code
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This is an incremental tool for researchers and practitioners in finance and sustainable investing.
The paper introduces MOPO-LSI, an open-source library for multi-objective portfolio optimization focused on sustainable investments, providing a user guide for version 1.0 with details on setup, workflow, and configuration parameters.
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.