Trading strategies, feedback control and market dynamics

DOI10.1016/S0378-4371(02)01857-5zbMath1072.91555OpenAlexW2155460323MaRDI QIDQ1873964

Carlos Ibarra-Valdez, José de Jesús Álvarez-Ramírez

Publication date: 21 May 2003

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-4371(02)01857-5

zbMATH Keywords

oscillationsadaption mechanismsnonequilibrium price formation rule

Mathematics Subject Classification ID

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Related Items (2)

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Cites Work

• Nonlinear control systems: An introduction
• Introduction to functional differential equations
• Statistical physics in foreign exchange currency and stock markets
• Agent-based computational finance: Suggested readings and early research
• Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight

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