A Generalization of the Robust Positive Expectation Theorem for Stock Trading via Feedback Control

Atul Deshpande, B. Ross Barmish. A Generalization of the Robust Positive Expectation Theorem for Stock Trading via Feedback Control. In 2018 European Control Conference, ECC 2018, Limassol, Cyprus, June 12-15, 2018. pages 514-520, IEEE, 2018. [doi]

Abstract

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