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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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2016
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| Subjects: | |
| 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 |