---
title: Machine Learning for Socially Responsible Portfolio Optimisation
url: https://www.ml-quant.com/papers/doi/10-1145-3596947-3596966/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: doi:10.1145/3596947.3596966
source_url: http://dx.doi.org/10.1145/3596947.3596966
featured: 2023-05-24
citations: 4
topic: Portfolio & Allocation
---


# Machine Learning for Socially Responsible Portfolio Optimisation

MV model amended to consider ESG scores for socially responsible investing.

- Source: http://dx.doi.org/10.1145/3596947.3596966
- Identifier: doi:10.1145/3596947.3596966
- Released: 2023-05-21
- First featured: Quant Letter No. 1 (2023-05-24): https://www.ml-quant.com/issues/2023-05-24/
- Citations (Semantic Scholar): 4
- Published in: Proceedings of the 2023 7th International Conference on Intelligent Systems, Metaheuristics & Swarm Intelligence
- Topic: Portfolio & Allocation

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