MOPO-LSI: An open-source multi-objective portfolio optimization library for sustainable investments.
Yong ZhengKumar Neelotpal ShuklaJasmine XuDavid (Xuejun) WangMichael O'LearyPublished in: Softw. Impacts (2023)
Keyphrases
- portfolio optimization
- multi objective
- open source
- bi objective
- investment decisions
- evolutionary algorithm
- multiple objectives
- multi objective optimization
- optimization algorithm
- portfolio management
- portfolio selection
- problems involving
- robust optimization
- objective function
- risk management
- genetic algorithm
- nsga ii
- optimization problems
- optimization methods
- case study
- factor analysis
- stock market
- particle swarm optimization
- source code
- stock price
- pareto optimal
- differential evolution
- optimization method
- non stationary
- decision support system
- stock exchange
- face recognition
- decision making