On Stock Trading Via Feedback Control When Underlying Stock Returns Are Discontinuous.

Michael Heinrich Baumann

Published in: IEEE Trans. Autom. Control. (2017)

Keyphrases

feedback control
stock trading
stock returns
stock market
stock data
closed loop
stock exchange
optimal control
stock price
adaptive control
financial time series
financial data
short term
developed countries
cross sectional
financial markets
control system
mining algorithm
non stationary
dynamic programming