Online Portfolio Selection Toolbox

• المؤلفون الرئيسيون: LI, Bin, SAHOO, Doyen, HOI, Steven
• التنسيق: text
• منشور في: Institutional Knowledge at Singapore Management University 2014
• الموضوعات: Computer Sciences; Databases and Information Systems
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/researchdata/15; https://github.com/OLPS/OLPS

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.