On market-neutral stock trading arbitrage via linear feedback

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Please upgrade your web browser. Other persons with a similar name. Ross BarmishJames A. On a New Paradigm for Stock Trading Via a Model-Free Feedback Controller.

On market-neutral stock trading arbitrage via linear feedback - IEEE Xplore Document

Stock Trading via Feedback Control. Encyclopedia of Systems and Control Shirzad MalekpourJames A. On stock trading using a PI controller in an idealized market: The robust positive expectation property. PrimbsShirzad MalekpourSean Warnick: On the basics for simulation of feedback-based stock trading strategies: An invited tutorial session.

Minyong ShinJames A.

A Riccati Based Interior Point Algorithm for the Computation in Constrained Stochastic MPC. On market-neutral stock trading arbitrage via linear feedback. ACC tutorial session: An introduction on market-neutral stock trading arbitrage via linear feedback hedged-like stock trading from a control theoretic point of view.

Yuji YamadaJames A. Model predictive control for optimal portfolios with cointegrated pairs of stocks. On arbitrage possibilities via linear feedback in an idealized Brownian Motion stock market.

On market-neutral stock trading arbitrage via linear feedback

Minyong ShinJoo Hyung LeeJames A. Constrained stochastic MPC under multiplicative noise for financial applications. Dynamic hedging of basket options under proportional transaction costs using receding put options american airlines 9/11 control.

PrimbsChang Hwan On market-neutral stock trading arbitrage via linear feedback Stochastic Receding Horizon Control of Constrained Linear Systems With State and Control Multiplicative Noise. A soft constraint approach to stochastic receding horizon control. PrimbsYuji Yamada: A moment based analysis of hedging under discrete trading.

Mean square optimal hedges using higher order moments. The analysis of optimization based controllers. Construction of Multinomial Lattice Random Walks for Optimal Hedges. International Conference on Computational Science 1 PrimbsVesna Nevistic: Feasibility and stability of constrained finite receding horizon control.

PrimbsVesna NevisticJohn C. A receding horizon generalization of pointwise min-norm controllers. A new approach to stability analysis for constrained finite receding horizon control without end constraints. A framework for robustness analysis of constrained finite receding horizon control.

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