A Two-Stage Decision Support System for Sustainability-Aware Long–Short Portfolio Optimization

By Giacomo di Tollo, Massimiliano Kaucic, Filippo Piccotto

Published 2026-06-24

Everscope rating

1044.9

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Two-Stage MEREC-TODIMSort-AMPSO Decision Support System. Problem types: Portfolio Optimization, Optimization, Classification, Ranking, Risk Management.

arXiv:2606.25696 · Paper rankings

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