On Simultaneous Long-Short Stock Trading Controllers with Cross-Coupling
Author:
Publisher
Elsevier BV
Subject
Control and Systems Engineering
Reference23 articles.
1. B. R. Barmish, “On Performance Limits of Feedback Control-Based Stock Trading Strategies,” Proceedings of the American Control Conference, pp. 3874–3879, San Francisco, 2011.
2. "On a New Paradigm for Stock Trading Via a Model-Free Feedback Controller";Barmish;IEEE Transactions on Automatic Control,2016
3. B. R. Barmish and J. A. Primbs, “On Arbitrage Possibilities via Linear Feedback in an Idealized Brown-ian Motion Stock Market,” Proceedings of the IEEE Conference on Decision and Control, pp. 2889–2894, Orlando, 2011.
4. "Simultaneously Long Short Trading in Discrete and Continuous Time,";Baumann;Systems & Control Letters,2017
5. S. Malekpour and B. R. Barmish, “On Stock Trading Using a Controller with Delay: The Robust Positive Expectation Property,” Proceedings of the IEEE Conference on Decision and Control, pp. 2881–2887, Las Vegas, 2016.
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