Data-driven stock trading in financial markets: an adaptive control approach
Author:
Affiliation:
1. Department of Electronics, Information and Bioengineering, Politecnico di Milano, Milano, Italy
Publisher
Informa UK Limited
Subject
Computer Science Applications,Control and Systems Engineering
Link
https://www.tandfonline.com/doi/pdf/10.1080/00207179.2020.1837395
Reference28 articles.
1. On Trading of Equities: A Robust Control Paradigm
2. Barmish, B. R. (2011). On performance limits of feedback control-based stock trading strategies. In Proceedings of the 2011 American control conference (pp. 3874–3879), IEEE.
3. Barmish, B. R. & Primbs, J. A. (2011). On arbitrage possibilities via linear feedback in an idealized Brownian motion stock market. In 2011 50th IEEE conference on decision and control and European control conference (pp. 2889–2894), IEEE.
4. On a New Paradigm for Stock Trading Via a Model-Free Feedback Controller
5. On Stock Trading Via Feedback Control When Underlying Stock Returns Are Discontinuous
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