On-Line Portfolio Selection via Machine Learning


OLPS is a research project for studying on-line portfolio selection strategies in computational finance using a family of state-of-the-art machine learning techniques. <more...>


  • 23/10/2015

Online Portfolio Selection: Principles and Algorithms Published by CRC Press <more...>


  • 08/28/2015

OLPS: open-source toolbox at https://github.com/OLPS/. accepted by JMLR <more...>


  • 01/31/2015

Released the open-source software toolbox of OLPS at https://github.com/OLPS/. <more...>


  • 01/29/2015

B. Li, S.C.H. Hoi, D. Sahoo, Z.Y. Liu. Moving Average Reversion Strategy for On-Line Portfolio Selection. Artificial Intelligence (AIJ) , 2015. (In press) . <more...>


  • 01/09/2014

Bin Li, and Steven C.H. Hoi. Online Portfolio Selection: A Survey. ACM Computing Surveys (CSUR), Vol. 46, Issue 3, pp. 35:1-35:36, Sept 2014. <more...>