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On stock trading using a PI controller in an idealized market: The robust positive expectation property.
Shirzad Malekpour
James A. Primbs
B. Ross Barmish
Published in:
CDC (2013)
Keyphrases
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stock trading
financial data
stock market
stock exchange
pi controller
decision making
parameter tuning
stock price
real time
stock data
controller design
robust stability
fuzzy controller
control algorithm
membership functions
fuzzy logic
learning algorithm