MOPO-LSI

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Multi-Objective Portfolio Optimization Library for Sustainable Investments

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# MOPO-LSI
*Multi-Objective Portfolio Optimization Library for Sustainable Investments*

[![License](https://img.shields.io/badge/License-MIT-orange.svg)](https://raw.githubusercontent.com/irecsys/MOPO-LSI/main/LICENSE)
[![python](https://badges.aleen42.com/src/python.svg)](https://badges.aleen42.com/src/python.svg)
[![Citation Badge](https://api.juleskreuer.eu/citation-badge.php?doi=10.1016/j.simpa.2023.100499)](https://scholar.google.com/citations?view_op=view_citation&hl=en&citation_for_view=0FENWMcAAAAJ:nRpfm8aw39MC)
[![DOI:10.1007/978-3-319-76207-4_15](https://zenodo.org/badge/DOI/10.1016/j.simpa.2023.100499.svg)](https://doi.org/10.1016/j.simpa.2023.100499)

## References
+ Yong Zheng, Kumar Neelotpal Shukla, Jasmine Xu, David (Xuejun) Wang, Michael O'Leary. "[MOPO-LSI: An Open-Source Multi-Objective Portfolio Optimization Library for Sustainable Investments](https://doi.org/10.1016/j.simpa.2023.100499)", Software Impacts, Elsevier, Vol. 16, 100499, 2023
+ Yong Zheng, Kumar Neelotpal Shukla, Jasmine Xu, David (Xuejun) Wang, Michael O'Leary. "[Multi-Objective Portfolio Optimization Towards Sustainable Investments](https://doi.org/10.1145/3588001.3609373)", The 6th ACM SIGCAS/SIGCHI Conference on Computing and Sustainable Societies, Aug, 2023
+ Yong Zheng, Kumar Neelotpal Shukla, Jasmine Xu, David (Xuejun) Wang, Michael O'Leary. "[MOPO-LSI: A User Guide](https://arxiv.org/abs/2307.01719)", CoRR abs/2307.01719. July, 2023

## Sponsors & Collaborators
+ [Morningstar, Inc., USA](https://www.morningstar.com/)
+ [Illinois Institute of Technology, USA](https://www.iit.edu/)

## Version History
+ v1.5, upcomining, 3D visualizations added
+ v1.0, 2023/02, initial release

## License
[MIT License](./LICENSE)

MOPO-LSI

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