IEEE - Institute of Electrical and Electronics Engineers, Inc. - On stock trading using a controller with delay: The Robust Positive Expectation Property

2016 IEEE 55th Conference on Decision and Control (CDC)

Author(s): Shirzad Malekpour ; B. Ross Barmish
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 December 2016
Conference Location: Las Vegas, NV, USA
Conference Date: 12 December 2016
Page(s): 2,881 - 2,887
ISBN (Electronic): 978-1-5090-1837-6
ISBN (DVD): 978-1-5090-1844-4
DOI: 10.1109/CDC.2016.7798698
Regular:

This paper is part of a new line of research involving the use of a model-free controller to trade stock. The main result is a discrete-time version of the so-called Robust Positive Expectation... View More

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