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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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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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 |
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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 |
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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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