On Robustness of Simultaneous Long-Short Stock Trading Control with Time-Varying Price Dynamics
Primbs, James A., Barmish, B. RossVolume:
50
Language:
english
Journal:
IFAC-PapersOnLine
DOI:
10.1016/j.ifacol.2017.08.2045
Date:
July, 2017
File:
PDF, 870 KB
english, 2017