Kelly-based stock trading via feedback control.
Federico DettùFrancesco AbbracciaventoSimone FormentinPublished in: CDC (2022)
Keyphrases
- stock trading
- feedback control
- closed loop
- optimal control
- stock market data
- adaptive control
- open loop
- financial data
- stock exchange
- stock market
- linear time invariant
- autonomous control
- stock data
- control scheme
- control system
- long time delay
- real time
- networked control systems
- control law
- dynamic programming
- training data