MOPO-LSI: A User Guide
Portfolio Management
2023-07-13 v2 Artificial Intelligence
Machine Learning
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.
Cite
@article{arxiv.2307.01719,
title = {MOPO-LSI: A User Guide},
author = {Yong Zheng and Kumar Neelotpal Shukla and Jasmine Xu and David and Wang and Michael O'Leary},
journal= {arXiv preprint arXiv:2307.01719},
year = {2023}
}
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