Kernel-Based Aggregating Learning System for Online Portfolio Optimization

Table 1

Information of six benchmark datasets.

Dataset	Region	Time	Days	Stocks
NYSE(O)	US	3/7/1962–31/12/1984	5651	36
NYSE(N)	US	1/1/1985–30/6/2010	6431	23
DJIA	US	14/1/2001–14/1/2003	507	30
SP500	US	2/1/1998–31/1/2003	1276	25
TSE	CA	4/1/1994–31/12/1998	1259	88
HS300	CN	21/1/2016–16/10/2017	421	44