On a New Paradigm for Stock Trading Via a Model-Free Feedback Controller
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Publication:2980633
DOI10.1109/TAC.2015.2444078zbMath1359.91031OpenAlexW2292101877MaRDI QIDQ2980633
B. Ross Barmish, James A. Primbs
Publication date: 3 May 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.2015.2444078
Feedback control (93B52) Applications of stochastic analysis (to PDEs, etc.) (60H30) Portfolio theory (91G10)
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Beating the market? A mathematical puzzle for market efficiency ⋮ Data-driven stock trading in financial markets: an adaptive control approach ⋮ On theoretical foundations of mostly model-free cross-coupled simultaneously long-short stock trading controllers ⋮ Simultaneously long short trading in discrete and continuous time ⋮ Switching between a pair of stocks: an optimal trading rule ⋮ Generalization of affine feedback stock trading results to include stop-loss orders
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