[IEEE 2019 IEEE 58th Conference on Decision and Control (CDC) - Nice, France (2019.12.11-2019.12.13)] 2019 IEEE 58th Conference on Decision and Control (CDC) - The Impact of Execution Delay on Kelly-Based Stock Trading: High-Frequency Versus Buy and Hold
Hsieh, Chung-Han, Barmish, B. Ross, Gubner, John A.Year:
2019
DOI:
10.1109/cdc40024.2019.9029292
File:
PDF, 255 KB
2019