Kelly-based stock trading via feedback control
Author:
Affiliation:
1. Politecnico di Milano,Department of Electronics, Information and Bioengineering,Milano,Italy,20133
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/9992315/9992317/09993053.pdf?arnumber=9993053
Reference18 articles.
1. On a New Paradigm for Stock Trading Via a Model-Free Feedback Controller
2. On stock trading using a PI controller in an idealized market: The robust positive expectation property
3. On stock trading using a controller with delay: The Robust Positive Expectation Property
4. A Generalization of Simultaneous Long–Short Stock Trading to PI Controllers
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1. On the Benefit of Nonlinear Control for Robust Logarithmic Growth: Coin Flipping Games as a Demonstration Case;IEEE Control Systems Letters;2023
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