A confidence interval triggering method for stock trading via feedback control

Proceedings of the 2010 American Control Conference, ACC 2010

Volumn , Issue , 2010, Pages 6910-6916

  Iwarere, S ^a   Barmish, B Ross ^a  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

BROWNIAN MOVEMENT; FEEDBACK CONTROL; INTERNATIONAL TRADE; ROBUST CONTROL;

CONFIDENCE INTERVAL; GEOMETRIC BROWNIAN MOTION; ITO PROCESS; LINEAR FEEDBACK CONTROLLERS; REAL-WORLD; STOCK TRADING; TRIGGERING METHODS;

FINANCIAL MARKETS;

EID: 77957789620     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/acc.2010.5531311     Document Type: Conference Paper

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