Exploiting market fluctuations and price volatility through feedback control.
Christopher V. RaoPublished in: Comput. Chem. Eng. (2013)
Keyphrases
- feedback control
- stock price
- chinese stock market
- stock market
- closed loop
- financial markets
- optimal control
- adaptive control
- stock returns
- financial crisis
- fractional order
- open loop
- inverted pendulum
- foreign exchange
- linear time invariant
- autonomous control
- non stationary
- feedback controller
- financial data
- exchange rate
- garch model
- dynamic programming
- stock exchange
- electronic markets
- networked control systems
- financial time series
- real time
- news articles
- short term