Application of a Switched PIDD Type Control Strategy to the Model-Free Algorithmic Trading-Reference-Cited by-同舟云学术

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Application of a Switched PIDD Type Control Strategy to the Model-Free Algorithmic Trading

Published:2022 Issue:40 Volume:55 Page:145-150
ISSN:2405-8963
Container-title:IFAC-PapersOnLine
language:en
Short-container-title:IFAC-PapersOnLine

Author:

Azhmyakov Vadim,Shirokov Ilya,Trujillo Luz Adriana Guzman

Publisher

Elsevier BV

Subject

General Medicine

Reference30 articles.

1. On the projected gradient methods for switched-mode systems optimization;Azhmyakov;IFAC PapersOnline,2015

2. A Relaxation Based Approach to Optimal Control of Switched Systems;Azhmyakov,2019

3. Robust state estimations in controlled ARMA processes with the non-Gaussian noises: applications to the delayed dynamics;Azhmyakov;IFAC PapersOnline,2021

4. On trading of equities: a robust control paradigm;Barmish;IFAC Proceedings Volumes,2008

5. On arbitrage possibilities via linear feedback in an idealized Brownian motion stock market;Barmish,2011

Cited by 2 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. Advanced Statistical Analysis of the Predicted Volatility Levels in Crypto Markets;Journal of Risk and Financial Management;2024-07-03

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

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