Online Portfolio Selection
Li, Bin / Hoi, Steven Chu Hong![Online Portfolio Selection](https://support.digitalhusky.com/media/annotations/sorted/232/23254774/CHSBZCOP0323254774.jpg)
This book investigates the OLPS problem. The authors unveil four innovative algorithms based on the cutting edge machine learning techniques and also detail a powerful trading simulation tools. The book includes MATLAB (R) code for simulation trading systems that use historical data to evaluate the performance of trading strategies.