On Robustness of Simultaneous Long-Short Stock Trading...

On Robustness of Simultaneous Long-Short Stock Trading Control with Time-Varying Price Dynamics

Primbs, James A., Barmish, B. Ross
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Volume:
50
Language:
english
Journal:
IFAC-PapersOnLine
DOI:
10.1016/j.ifacol.2017.08.2045
Date:
July, 2017
File:
PDF, 870 KB
english, 2017
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