About
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...>
News
- 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...>
