Online Portfolio Selection Toolbox
Data Management and Analytics
School of Information Systems
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.
Computer Sciences | Databases and Information Systems
Li, B., & Hoi, S. C. (2014). Online portfolio selection: A survey [Data set]. Available at: https://github.com/OLPS/OLPS