Data-driven stock trading in financial markets: an adaptive control approach

DOI10.1080/00207179.2020.1837395zbMATH Open1486.91079OpenAlexW3097305352MaRDI QIDQ5069042FDOQ5069042

Authors: Francesco Abbracciavento, Simone Formentin, Sergio M. Savaresi 

Publication date: 7 April 2022

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2020.1837395

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zbMATH Keywords

adaptive systemsdata-driven controlstock trading

Mathematics Subject Classification ID

Financial markets (91G15) Adaptive control/observation systems (93C40)

Cites Work

• Trend following trading under a regime switching model
• On a New Paradigm for Stock Trading Via a Model-Free Feedback Controller
• Simultaneously long short trading in discrete and continuous time
• A Generalization of Simultaneous Long–Short Stock Trading to PI Controllers
• On Stock Trading Via Feedback Control When Underlying Stock Returns Are Discontinuous

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