Paper ID: 2307.01719

MOPO-LSI: A User Guide

Yong Zheng, Kumar Neelotpal Shukla, Jasmine Xu, David, Wang, Michael O'Leary

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.

Submitted: Jul 4, 2023