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Published in 2017 at "IEEE Transactions on Automatic Control"
DOI: 10.1109/tac.2016.2605743
Abstract: Trading rules based on feedback laws have recently attracted significant attention in the control community. One of the main results in this area states that the gain obtained by so-called simultaneously long short strategies has…
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Keywords:
control;
feedback;
trading via;
stock trading ... See more keywords