IEEE - Institute of Electrical and Electronics Engineers, Inc. - On Stock Trading Via Feedback Control When Underlying Stock Returns Are Discontinuous

Author(s): Michael Heinrich Baumann
Sponsor(s): IEEE Control Systems Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Volume: PP
Page(s): 1
ISSN (Paper): 0018-9286
ISSN (Online): 1558-2523
DOI: 10.1109/TAC.2016.2605743
Regular:

Trading rules based on feedback laws have recently attracted significant attention in the control community. One of the main results in this area states that the gain obtained by so-called... View More

Advertisement