Optimal feedback control of stock prices under credit risk dynamics.
Jinghai ShaoSovan MitraAndreas S. KarathanasopoulosPublished in: Ann. Oper. Res. (2022)
Keyphrases
- feedback control
- credit risk
- stock price
- optimal control
- financial data
- exchange rate
- closed loop
- stock market
- credit risk evaluation
- adaptive control
- dynamic programming
- financial markets
- dynamic model
- non stationary
- credit scoring
- commercial banks
- evaluation method
- dynamical systems
- risk analysis
- control strategy
- stock exchange
- feature extraction
- long term
- feature selection
- historical data
- news articles
- real time