OLPS: A toolbox for on-line portfolio selection

OLPS: A toolbox for on-line portfolio selection

On-line portfolio selection is a practical financial engineering problem, which aims to sequentially allocate capital among a set of assets in order to maximize long-term return. In recent years, a variety of machine learning algorithms have been proposed to address this challenging problem, but no...

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Bibliographic Details
Main Authors: LI, Bin, SAHOO, Doyen, HOI, Steven C. H.
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2016
Subjects:
On-line portfolio selection
online learning
trading system
simulation
Computer Sciences
Databases and Information Systems
Finance and Financial Management
Online Access:https://ink.library.smu.edu.sg/sis_research/3412
https://ink.library.smu.edu.sg/context/sis_research/article/4413/viewcontent/OLPS.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/sis_research/3412
https://ink.library.smu.edu.sg/context/sis_research/article/4413/viewcontent/OLPS.pdf

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