ACC 2012 tutorial session: An introduction to hedged-like stock trading from a control theoretic point of view

James A. Primbs, B. Ross Barmish. ACC 2012 tutorial session: An introduction to hedged-like stock trading from a control theoretic point of view. In American Control Conference, ACC 2012, Montreal, QC, Canada, June 27-29, 2012. pages 4496-4497, IEEE, 2012. [doi]

Abstract

Abstract is missing.