A Generalized Framework for Simultaneous Long-Short Feedback Trading
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Publication:5002071
DOI10.1109/TAC.2020.3011914zbMath1467.91177arXiv1806.05561OpenAlexW3105538392MaRDI QIDQ5002071
Mark E. Burke, Joseph D. O'Brien, Kevin Burke
Publication date: 26 July 2021
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.05561
Feedback control (93B52) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Financial markets (91G15)
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