OLPS_toolbox.pdf (208.65 kB)

Online Portfolio Selection Toolbox

dataset

posted on 2014-01-01, 00:00 authored 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

Usage metrics

Keywords

Online portfolio selection machine learning data mining Knowledge Representation and Machine Learning Pattern Recognition and Data Mining

Licence

Apache 2.0

Online Portfolio Selection Toolbox

History

Usage metrics

Categories

Keywords

Licence

Exports