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

DOI10.1080/00207179.2020.1837395MaRDI QIDQ5069042zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

adaptive systemsdata-driven controlstock trading

Mathematics Subject Classification ID

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

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Cites work

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

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