On market-neutral stock trading arbitrage via linear feedback.

B. Ross Barmish James A. Primbs

Published in: ACC (2012)

Keyphrases

stock trading
stock price
stock exchange
financial data
stock market
stock market data
stock data
financial markets
portfolio management
exchange rate
news articles
historical data
financial time series
non stationary
technical indicators
long term
trend analysis
convex hull
short term