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  • On Trading of Equities: A Robust Control Paradigm

    Abstract: The objective of this paper is describe a new paradigm for the trading of equities. In our formulation, the control corresponds to a feedback law which modulates the amount invested I(t) in stock over time. The controller also includes a saturation limit Imax correspondin...

    Tags: ļ¬nance, markets, trading of stock, economic problems, robust control

    2482 days ago