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How useful are mean-variance considerations in stock trading via feedback control?
Shirzad Malekpour
B. Ross Barmish
Published in:
CDC (2012)
Keyphrases
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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