On Simultaneous Long-Short Stock Trading Controllers with Cross-Coupling

Type: Preprint

Publication Date: 2020-11-18

Citations: 0

Locations

  • arXiv (Cornell University) - View

Similar Works

Action Title Year Authors
+ On Simultaneous Long-Short Stock Trading Controllers with Cross-Coupling 2020 Atul Deshpande
John A. Gubner
B. Ross Barmish
+ On Simultaneous Long-Short Stock Trading Controllers with Cross-Coupling 2020 Atul Deshpande
John A. Gubner
B. Ross Barmish
+ A Generalization of the Robust Positive Expectation Theorem for Stock Trading via Feedback Control 2018 Atul Deshpande
B. Ross Barmish
+ PDF Chat A Generalization of the Robust Positive Expectation Theorem for Stock Trading via Feedback Control 2018 Atul Deshpande
B. Ross Barmish
+ A Generalization of the Robust Positive Expectation Theorem for Stock Trading via Feedback Control. 2018 Atul Deshpande
B. Ross Barmish
+ PDF Chat A Generalized Framework for Simultaneous Long-Short Feedback Trading 2020 Joseph D. Oā€™Brien
Mark E. Burke
Kevin Burke
+ On Robust Optimal Linear Feedback Stock Trading 2022 Chung-Han Hsieh
+ A General Framework for Pairs Trading with a Control-Theoretic Point of View 2016 Atul Deshpande
B. Ross Barmish
+ PDF Chat A general framework for pairs trading with a control-theoretic point of view 2016 Atul Deshpande
B. Ross Barmish
+ A General Framework for Pairs Trading with a Control-Theoretic Point of View 2016 Atul Deshpande
B. Ross Barmish
+ PDF Chat Stock Trading via Feedback Control: Stochastic Model Predictive or Genetic? 2018 Mogens Graf Plessen
Alberto Bemporad
+ Stock Trading via Feedback Control: Stochastic Model Predictive or Genetic? 2017 Mogens Graf Plessen
Alberto Bemporad
+ Stock Trading via Feedback Control: Stochastic Model Predictive or Genetic? 2017 Mogens Graf Plessen
Alberto Bemporad
+ PDF Chat Review of stochastic differential equations in statistical arbitrage pairs trading 2020 Sylvia Endres
+ PDF Chat Trading Strategies for Stock Pairs Regarding to the Cross-Impact Cost 2017 Shanshan Wang
+ Trading strategies for stock pairs regarding to the cross-impact cost 2017 Shanshan Wang
+ Trading strategies for stock pairs regarding to the cross-impact cost 2017 Shanshan Wang
+ Analytic Value Function for Pairs Trading Strategy With a Levy-Driven Ornstein-Uhlenbeck Process 2020 Lan Wu
Xin Zang
Hongxin Zhao
+ PDF Chat PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION 2018 SĆ¼han Altay
Katia Colaneri
Zehra Eksi
+ Generalization of Affine Feedback Stock Trading Results to Include Stop-Loss Orders 2020 Chung-Han Hsieh

Works That Cite This (0)

Action Title Year Authors