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A general framework for pairs trading with a control-theoretic point of view.

Atul DeshpandeB. Ross Barmish
Published in: CCA (2016)
Keyphrases
  • control theoretic
  • robot control
  • control architecture
  • pairwise
  • electronic commerce
  • similarity measure
  • real time
  • genetic algorithm
  • support vector machine
  • robotic systems
  • electronic markets
  • trading systems