Dataset
Online Portfolio Selection Toolbox
SMU Research Data
Publication Type
Data Set
Year
1-2014
Research Area
Data Management and Analytics
School/Department
School of Information Systems
Description/Abstract
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.
Disciplines
Citation Information
Li, B., & Hoi, S. C. (2014). Online portfolio selection: A survey [Data set]. Available at: https://github.com/OLPS/OLPS
Li, B., & Hoi, S. C. (2014). Online Portfolio Selection Toolbox. Available at: https://github.com/OLPS/OLPS