Bi-Objective Portfolio Optimization Under ESG Volatility via a MOPSO-Deep Learning Algorithm

Imma Lory Aprea, Gianni Bosi, Gabriele Sbaiz, Salvatore Scognamiglio

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DOI: 10.3390/math13203308
Published: 2025-10-16
Container: Mathematics
Publisher: MDPI AG
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.3390/math13203308,
  title = {Bi-Objective Portfolio Optimization Under ESG Volatility via a MOPSO-Deep Learning Algorithm},
  author = {Imma Lory Aprea and Gianni Bosi and Gabriele Sbaiz and Salvatore Scognamiglio},
  year = {2025},
  journal = {Mathematics},
  doi = {10.3390/math13203308},
  url = {https://doi.org/10.3390/math13203308}
}

RIS

TY  - JOUR
TI  - Bi-Objective Portfolio Optimization Under ESG Volatility via a MOPSO-Deep Learning Algorithm
AU  - Imma Lory Aprea
AU  - Gianni Bosi
AU  - Gabriele Sbaiz
AU  - Salvatore Scognamiglio
PY  - 2025
JO  - Mathematics
DO  - 10.3390/math13203308
UR  - https://doi.org/10.3390/math13203308
ER  -

APA

Aprea, I. L., Bosi, G., Sbaiz, G., & Scognamiglio, S. (2025). Bi-Objective Portfolio Optimization Under ESG Volatility via a MOPSO-Deep Learning Algorithm. Mathematics. https://doi.org/10.3390/math13203308

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crossref · retrieved 2026-09-25T04:43:13.049Z