online-portfolio-selection

There are 5 repositories under online-portfolio-selection topic.

  • ACM-Research/online-portfolio-selection

    ACM Research 2021 | Implementing and benchmarking the performance of various online portfolio selection algorithms on real-world trading scenarios.

    Language:Python235163

  • jiahaoli57/LSRE-CAAN

    Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency data" Information Processing & Management, 2023, 60(3): 103247.

    Language:Python19305

  • shayandavoodii/OnlinePortfolioSelection.jl

    This package offers both traditional benchmark and newly developed Online Portfolio Selection (OPS) algorithms implementation.

    Language:Julia161183

  • jiahaoli57/CAEGc

    Yong Zhang, Jiahao Li, Xingyu Yang, and Hong Lin. "Aggregating exponential gradient expert advice for online portfolio selection under transaction costs" Journal of the Operational Research Society, , 2023, 74(8): 1940-1953.

    Language:MATLAB2200

  • Matkicail/Prediction-Project

    Code base for the AMA-K project. Which is an online portfolio selection algorithm that aims to search for optimal portfolios at each time step via the usage of market history and pattern matching techniques.

    Language:Python00