B. Ross Barmish, James A. Primbs, Shirzad Malekpour, Sean Warnick. On the basics for simulation of feedback-based stock trading strategies: An invited tutorial session. In Proceedings of the 52nd IEEE Conference on Decision and Control, CDC 2013, December 10-13, 2013, Firenze, Italy. pages 7181-7186, IEEE, 2013. [doi]
Abstract is missing.