On Trading of Equities: A Robust Control Paradigm-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

On Trading of Equities: A Robust Control Paradigm

Published:2008 Issue:2 Volume:41 Page:1621-1626
ISSN:1474-6670
Container-title:IFAC Proceedings Volumes
language:en
Short-container-title:IFAC Proceedings Volumes

Author:

Barmish B. Ross

Publisher

Elsevier BV

Subject

General Medicine

Reference22 articles.

1. Price Movements in Speculative Markets: Trends or Random Walks;Alexander;Industrial Management Review,1961

2. Technical Analysis from A to Z;Archelis,2000

3. Simple Technical Trading Rules and the Stochastic Properties of Stock Returns;Brock;Journal of Finance,1992

4. Market Statistics and Technical Analysis: The Role of Volume;Blume;Journal of Finance,1994

5. The Pricing of Options and Corporate Liabilities;Black;Journal of Political Economy,1973

Cited by 8 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On a Data-Driven Optimization Approach to the PID-Based Algorithmic Trading;Journal of Risk and Financial Management;2023-08-30

2. On Robustness of Double Linear Trading With Transaction Costs;IEEE Control Systems Letters;2023

3. Application of a Switched PIDD Type Control Strategy to the Model-Free Algorithmic Trading;IFAC-PapersOnLine;2022

4. Beating the market? A mathematical puzzle for market efficiency;Decisions in Economics and Finance;2021-11-12

5. A Generalized Framework for Simultaneous Long-Short Feedback Trading;IEEE Transactions on Automatic Control;2021-06

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP