Cross-Coupled SLS for pairs trading: an adaptive control approach.

Francesco Abbracciavento Edoardo Catenaro Andrea Ticozzi Simone Formentin

Published in: CCTA (2023)

Keyphrases

control system
electronic commerce
combinatorial optimization
similarity measure
process control
database
information retrieval
mobile robot
data acquisition
control strategy
robot control
trading systems
stochastic local search