Stock market trading via stochastic network optimization

Proceedings of the IEEE Conference on Decision and Control

Volumn , Issue , 2010, Pages 2777-2784

  Neely, Michael J ^a  

^a University of Southern California ^*  (United States)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL MARKETS; INVESTMENTS; PROFITABILITY; STOCHASTIC SYSTEMS;

ERGODIC PROCESS; FIXED NUMBERS; INVESTMENT RISKS; MEMORY PROPERTIES; OPTIMIZATION TECHNIQUES; PRICE FLUCTUATION; PRICE PROCESS; STOCHASTIC NETWORK OPTIMIZATIONS;

ELECTRONIC TRADING;

EID: 79953146957     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2010.5717310     Document Type: Conference Paper

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