OLPS

 

On-Line Portfolio Selection via Machine Learning

Change log

  • 01/31/2015
    Released the open-source software toolbox of OLPS at https://github.com/OLPS/.

 

  • 01/29/2015

Published the "Moving Average Reversion Strategy for On-Line Portfolio Selection." on AIJ.

 

  • 6/12/2012
    The survey of on-lline portfolio selection is now available.


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