A Generalization of Simultaneous Long–Short Stock Trading to PI Controllers

DOI10.1109/TAC.2018.2799484zbMath1425.91436OpenAlexW2789603342MaRDI QIDQ4562294

Shirzad Malekpour, James A. Primbs, B. Ross Barmish

Publication date: 19 December 2018

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2018.2799484

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Feedback control (93B52) Financial applications of other theories (91G80)

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