A Jump Start to Stock Trading Research for the Uninitiated Control Scientist: A Tutorial

Conference paper

B. R. Barmish, S. Formentin, 宗翰謝, A. V. Proskurnikov and S. Warnick

Proceedings of the IEEE Conference of Decision and Control (CDC), pp.7441-7457

12/2024

Abstract

Stochastic Systems;Algorithmic Trading;Stochastic Control;Portfolio Optimization

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Title: A Jump Start to Stock Trading Research for the Uninitiated Control Scientist: A Tutorial
Creators - without role: B. R. Barmish - University of Wisconsin–Madison
S. Formentin
宗翰謝 - 國立清華大學科技管理學院計量財務金融學系
A. V. Proskurnikov
S. Warnick
Publication Details: Proceedings of the IEEE Conference of Decision and Control (CDC), pp.7441-7457
Grant note: 國科會
Identifiers: 979-835031633-9; 9957775724606774
Academic Unit: Department of Quantitative Finance, College of Technology Management, National Tsing Hua University
Language: English
Resource Type: Conference paper