On theoretical foundations of mostly model-free cross-coupled simultaneously long-short stock trading controllers

DOI10.1016/j.ejcon.2023.100851zbMath1527.91157OpenAlexW4380880306MaRDI QIDQ6092460

Michael Heinrich Baumann

Publication date: 23 November 2023

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

Full work available at URL: https://doi.org/10.1016/j.ejcon.2023.100851

zbMATH Keywords

pairs tradingfeedback tradingcontrol-based tradingcross-coupled simultaneously long-short trading strategydirectional correlation

Mathematics Subject Classification ID

Feedback control (93B52) Financial markets (91G15)

Cites Work

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• Pairs trading