OLPS

 

On-Line Portfolio Selection via Machine Learning

Publications


The bibtex format: 

@Article{CSUR-14-OLPS,

TITLE = {Online Portfolio Selection: A Survey},
AUTHOR = {Bin LI and Steven C.H. Hoi},
JOURNAL = {ACM Computing Surveys (CSUR)},
VOLUME = {46},
NUMBER= {3},

PAGES={35:1--35:36},

YEAR={2014},

URL = {http://doi.acm.org/10.1145/2512962},
CONTACT = {chhoi@smu.edu.sg}

 


The bibtex format: 

@Book{OLPS15,

TITLE = {Online Portfolio Selection: Principles and Algorithms},
AUTHOR = {Bin LI and Steven C.H. Hoi},
YEAR = {2015},

PUBLISHER = {CRC Press}

 

 

Download BibTex of all the following publications

 

  • Bin Li, Doyen Sahoo, Steven C.H. Hoi.
    OLPS: A Toolbox for Online Portfolio Selection.
    Journal of Machine Learning Research (JMLR), 2015. [ PDF ] (in press)
  • Bin Li, Steven C. H. Hoi, Doyen Sahoo, Zhi-Yong Liu.
    Moving Average Reversion Strategy for On-Line Portfolio Selection.
    Artificial Intelligence (AIJ) , 2015. (In press)

 

 

 

Other References

List of Publications for On-Line Portfolio Selection

Navigation