MOPO-LSI: A User Guide
Yong Zheng, Kumar Neelotpal Shukla, Jasmine Xu, David (Xuejun) Wang,, Michael O'Leary
TL;DR
MOPO-LSI is an open-source library designed to assist users in multi-objective portfolio optimization for sustainable investments, providing comprehensive guidance on setup, workflow, and configuration parameters.
Contribution
This paper introduces MOPO-LSI, a new open-source tool specifically tailored for multi-objective portfolio optimization in sustainable finance.
Findings
User guide for MOPO-LSI version 1.0
Detailed instructions on problem setup and workflow
Explanation of hyper-parameters and configurations
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.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsReservoir Engineering and Simulation Methods
MethodsLib