Author:
Primbs James A.,Barmish B. Ross
Subject
Control and Systems Engineering
Reference13 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. 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.
3. B.R. Barmish and J.A. Primbs, “On Market-Neutral Stock Trading Arbitrage Via Linear Feedback,” Proceedings of the American Control Conference, pp. 3693–3698, Montreal, Canada, 2012.
4. “On a New Paradigm for Stock Trading Via a Model-Free Feedback Controller,”;Barmish;IEEE Transactions on Automatic Control,2016
5. “A Bounded Risk Strategy for a Market with Non-Observable Parameters,”;Dokuchaev;Insurance: Mathematics and Economics,2002
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