On NASDAQ Order Book dynamics: New problems for the control field.

B. Ross Barmish Scott Condie Donatello Materassi James A. Primbs Sean Warnick

Published in: ACC (2016)

Keyphrases

areas of computer science
control problems
optimization problems
np complete
book presents
optimal solution
control system
non stationary
dynamic model
control method
graduate students
electrical engineering
highly nonlinear
rapidly evolving