https://github.com/OLPS/OLPS

Online Portfolio Selection toolbox
https://github.com/OLPS/OLPS

Last synced: 3 months ago
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Online Portfolio Selection toolbox

• Host: GitHub
• URL: https://github.com/OLPS/OLPS
• Owner: OLPS
• License: apache-2.0
• Created: 2014-10-14T11:58:06.000Z (about 10 years ago)
• Default Branch: master
• Last Pushed: 2015-07-13T15:47:31.000Z (over 9 years ago)
• Last Synced: 2024-06-23T04:43:05.236Z (5 months ago)
• Language: Matlab
• Homepage: http://OLPS.stevenhoi.org/
• Size: 5.04 MB
• Stars: 329
• Watchers: 57
• Forks: 125
• Open Issues: 3
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

Awesome Lists containing this project

• Awesome_AI4Finance - OLPS - Line Portfolio Selection | (Finance / Portfolio Management)

README

        
OLPS

====

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.

QUICK START

===========

* OLPS_gui.m 	

  run the OLPS toolbox in the GUI mode (recommended, available only in Matlab). Online video is available at https://www.youtube.com/watch?v=XJPeaiVhEg0.

* OLPS_pgui.m 	

  run the OLPS toolbox in the Pseudo GUI Mode (PGUI) (for both Matlab and octave)

* OLPS_cli.m 	

  run the OLPS toolbox in the Command Line Interface (CLI) (recommended for developers, for both Matlab and octave)

 

REFERENCES

==========

This toolbox includes software developed at the SMU for the following papers:

* Bin Li, Doyen Sahoo, and Steven C.H. Hoi. (2015) "OLPS: A Toolbox for On-Line Portfolio Selection." Singapore Management University. 

* Bin Li and Steven C.H. Hoi. (2014) "Online portfolio selection: A Survey." ACM Computing Surveys (CSUR),

  46(35), 35:1--35:36. 

   

Please cite the works above for any software or research article that utilizes contributions of this work.

Please let us know how you use OLPS, and help us develop a better toolbox if possible. 

INSTALLATION

============

* We can download or clone the latest version of OLPS from the project website  at \url{https://github.com/OLPS/}.

* Unzip the file you just downloaded and copy the OLPS directory to a location,e.g.,/my-directory/

* Run Matlab/Ocatve, Go to /my-directory/OLPS/ at the command prompt

* run 'OLPS_gui' (Matlab) or 'OLPS_pgui' (Matlab/Ocatve) or 'OLPS_cli' (Matlab/Ocatve)

Let us know if there is any error when running the above. 

ENVIRONMENT

===========

The toolbox has been tested in Matlab 2012b (64-bit and 32-bit) under three major OS: Windows 7/8 (64-bit and 32-bit), Linux (Red-Hat Enterprise Linux) (64-bit and 32-bit) and Mac OS X. The toolbox is also compatable for Octave (version 3.8.0) in the Pseudo GUI (PGUI) and Command Line Interface (CLI) under three major OS: Windows 7, Linux (64-bit and 32-bit), and Mac OS X.

DOCUMENTATIONS

==============

Detailed documentations can be found in the "Documentation" folder.

FOLDERS

=======

./Data: the data set files stored in "*.mat" format.

./Documentation: all related documentations.

./GUI: The Graphical User Interface for the toolbox

./PGUI: The Pseudo Graphical User Interface for the toolbox

./Strategy: all the strategies in this toolbox.

./Log: experimental details of any strategy on any data set.

CONTACT

=======

Dr. Steven Hoi  

E-mail: [email protected]

School of Information Systems

Singapore Management University

80 Stamford Road

Singapore 178902 

Dr. Bin LI  

E-mail: [email protected]

Economics and Management School

Wuhan University

Wuhan, P.R. China 430072

MORE INFO

=========

OLPS project website: http://OLPS.stevenhoi.org/

This version:

OLPS 1.1.0, released June 20, 2015.