online-portfolio-selection

There are 0 repository 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.

  stocksonline-portfolio-selectionpythonoptimization
  Language:Python 22

• shayandavoodii / OnlinePortfolioSelection.jl

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

  juliaonline-portfolio-selectionfinancealgorithm-tradingportfolio-selection
  Language:Julia 14

• 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.

  online-portfolio-selectionportfolio-managementportfolio-selectionreinforcement-learningtransformer
  Language:Python 13

• 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.

  online-portfolio-selectionportfolio-managementportfolio-selectiontransaction-costs
  Language:MATLAB 1

• 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.

  financestock-marketonline-portfolio-selectionclustering-algorithm
  Language:Python 0