Pages that link to "Item:Q4599836"
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The following pages link to Feedback predictive control strategies for investment in the financial market with serially correlated returns subject to constraints and trading costs (Q4599836):
Displaying 5 items.
- Model predictive control for optimal pairs trading portfolio with gross exposure and transaction cost constraints (Q1627827) (← links)
- An Affine Control Method for Optimal Dynamic Asset Allocation with Transaction Costs (Q3581020) (← links)
- MultiObjective Dynamic Optimization of Investment Portfolio Based on Model Predictive Control (Q5020745) (← links)
- Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance (Q5026618) (← links)
- Investment portfolio tracking using model predictive control (Q6054512) (← links)