@article{JMLR:v17:15-317,
  author  = {Bin Li and Doyen Sahoo and Steven C.H. Hoi},
  title   = {OLPS: A Toolbox for On-Line Portfolio Selection},
  journal = {Journal of Machine Learning Research},
  year    = {2016},
  volume  = {17},
  number  = {35},
  pages   = {1--5},
  url     = {http://jmlr.org/papers/v17/15-317.html}
}