How useful are mean-variance considerations in stock trading via feedback control?
Shirzad MalekpourB. Ross BarmishPublished in: CDC (2012)
Keyphrases
- control system
- feedback control
- stock trading
- closed loop
- open loop
- stock market data
- control law
- stock market
- adaptive control
- control method
- optimal control
- control strategy
- financial data
- stock data
- linear time invariant
- stock exchange
- networked control systems
- autonomous control
- micro blogging
- reinforcement learning
- short term
- long term