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Online Portfolio Selection Toolbox

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posted on 2014-01-01, 00:00 authored by LI Bin, Doyen SAHOO, Steven HOI
<p>OLPS is an open-source toolbox for On-Line Portfolio Selection, which includes a collection of classical and state-of-the-art on-line portofolio selection strategies implemented in Matlab/Octave.</p><p>Related Publication: Li, B., & Hoi, S. C. (2014). Online portfolio selection: A survey. <em>ACM Computing Surveys</em>, <em>46</em>(3), 35. http://doi.org/10.1145/2512962</p>

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Related Materials

  1. 1.
    URL - References https://github.com/OLPS/OLPS
  2. 2.
    URL - References https://ink.library.smu.edu.sg/sis_research/2263/
  3. 3.
    DOI - Is supplement to Online portfolio selection: A survey

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    School of Computing and Information Systems

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    Online portfolio selectionmachine learningdata miningKnowledge Representation and Machine LearningPattern Recognition and Data Mining

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