OLPS_toolbox.pdf (208.65 kB)
Download file

Online Portfolio Selection Toolbox

Download (208.65 kB)
dataset
posted on 01.01.2014, 00:00 by LI Bin, Doyen SAHOO, Steven HOI

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.

Related Publication: Li, B., & Hoi, S. C. (2014). Online portfolio selection: A survey. ACM Computing Surveys, 46(3), 35. http://doi.org/10.1145/2512962

History