Machine Learning for Socially Responsible Portfolio Optimisation
MV model amended to consider ESG scores for socially responsible investing.
Featured in No. 1 on 24 May 2023 · 3 days after release · 4 citations today · published in Proceedings of the 2023 7th International Conference on Intelligent Systems, Metaheuristics & Swarm Intelligence
- Released
- 21 May 2023
- First featured
- No. 1 · 24 May 2023
- Citations (Semantic Scholar)
- 4
- Influential citations
- 0
- Published in
- Proceedings of the 2023 7th International Conference on Intelligent Systems, Metaheuristics & Swarm Intelligence
- Shares when featured
- 4
- Identifier
- doi:10.1145/3596947.3596966
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).