About OLPS
On-line portfolio selection is a practical financial engineering problem, which aims to sequentially
allocate capital among a set of assets in order to maximize long-term return.
On this site, I have tried to give an introductory understanding of the research problem, some approaches in machine learning that have been used to solve this problem, and an overview of the toolbox that we have developed, which can help researchers advance the state of the art in this research domain.
On this site, I have tried to give an introductory understanding of the research problem, some approaches in machine learning that have been used to solve this problem, and an overview of the toolbox that we have developed, which can help researchers advance the state of the art in this research domain.