Title

Online Portfolio Selection Toolbox

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

Computer Sciences | Databases and Information Systems

Additionally, please cite this data package

Li, B., & Hoi, S. C. (2014). Online Portfolio Selection Toolbox. Available at: https://github.com/OLPS/OLPS

OLPS_toolbox.pdf (208 kB)