Bi-Objective Portfolio Optimization Under ESG Volatility via a MOPSO-Deep Learning Algorithm
Imma Lory Aprea, Gianni Bosi, Gabriele Sbaiz, Salvatore Scognamiglio • Mathematics
(2025)
In this paper, we tackle a bi-objective optimization problem in which we aim to maximize the portfolio diversification and, at the same time, minimize the portfolio volatility, where the ESG (Environmental, Social, and Governance) informati...
DOAJ
Open Access (DOAJ)
DOI:
10.3390/math13203308