Online Portfolio Selection Toolbox

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.

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Bibliographic Details
Main Authors: LI, Bin, SAHOO, Doyen, HOI, Steven
Format: text
Published: Institutional Knowledge at Singapore Management University 2014
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Online Access:https://ink.library.smu.edu.sg/researchdata/15
https://github.com/OLPS/OLPS
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Institution: Singapore Management University
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spelling sg-smu-ink.researchdata-10142015-11-25T06:12:22Z Online Portfolio Selection Toolbox LI, Bin SAHOO, Doyen HOI, Steven 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. 2014-01-01T08:00:00Z text https://ink.library.smu.edu.sg/researchdata/15 https://github.com/OLPS/OLPS SMU Research Data Institutional Knowledge at Singapore Management University Computer Sciences Databases and Information Systems
institution Singapore Management University
building SMU Libraries
country Singapore
collection InK@SMU
topic Computer Sciences
Databases and Information Systems
spellingShingle Computer Sciences
Databases and Information Systems
LI, Bin
SAHOO, Doyen
HOI, Steven
Online Portfolio Selection Toolbox
description 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.
format text
author LI, Bin
SAHOO, Doyen
HOI, Steven
author_facet LI, Bin
SAHOO, Doyen
HOI, Steven
author_sort LI, Bin
title Online Portfolio Selection Toolbox
title_short Online Portfolio Selection Toolbox
title_full Online Portfolio Selection Toolbox
title_fullStr Online Portfolio Selection Toolbox
title_full_unstemmed Online Portfolio Selection Toolbox
title_sort online portfolio selection toolbox
publisher Institutional Knowledge at Singapore Management University
publishDate 2014
url https://ink.library.smu.edu.sg/researchdata/15
https://github.com/OLPS/OLPS
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