How useful are mean-variance considerations in stock trading via feedback control?

Shirzad Malekpour B. Ross Barmish

Published 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