On Robustness of Simultaneous Long-Short Stock Trading Control with Time-Varying Price Dynamics
Primbs, James A.; Barmish, B. Ross
- 期刊名称IFAC-PapersOnLine
- 作者Primbs, James A.; Barmish, B. Ross
- 卷第50卷
- 期第1期
- 印刷ISSN2405-8963
- 文件大小870.24KB
- 发表时间2017-07
- DOI10.1016/j.ifacol.2017.08.2045
- 页码12267-12272