On performance limits of feedback control-based stock trading strategies.
B. Ross BarmishPublished in: ACC (2011)
Keyphrases
- feedback control
- trading strategies
- stock market
- trading systems
- closed loop
- optimal control
- trading agents
- stock price
- open loop
- adaptive control
- test bed
- short term
- financial markets
- financial data
- autonomous control
- stock exchange
- networked control systems
- linear time invariant
- machine learning
- sharpe ratio
- investment strategies
- computer programs
- general purpose
- high level