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MOPO-LSI: A User Guide

arXiv 2307.01719 ↗First posted 4 Jul 2023q-fin.PM cs.AI cs.LGcited by 0

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Abstract (arXiv)

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.

Key facts. No citing papers in the map yet (data through 14 Oct 2026). Builds on 2 of its 15 references that are in the map. First posted on arXiv 4 Jul 2023.

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2 of 15 references.

References · 2

  1. 2016CVXPY: A Python-Embedded Modeling Language for Convex Optimizationcited by 641
  2. 2020pymoo: Multi-objective Optimization in Pythoncited by 200

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