On Data-Driven Drawdown Control with Restart Mechanism in Trading

Conference paper

Open access

IFAC-PapersOnline (Proceedings of the IFAC World Congress), Vol.56(2), pp.9324-9329

07/2023

Abstract

Stochastic Systems;Drawdown;Risk Management;Financial Engineering;Control Theory

url

https://doi.org/10.1016/j.ifacol.2023.10.219View

Published (Version of record) Open

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Title: On Data-Driven Drawdown Control with Restart Mechanism in Trading
Translated title: On Data-Driven Drawdown Control with Restart Mechanism in Trading
Grant note: 科技部
Identifiers: 9957777314606774
Academic Unit: National Tsing Hua University
Language: English
Resource Type: Conference paper
Publication Details: IFAC-PapersOnline (Proceedings of the IFAC World Congress), Vol.56(2), pp.9324-9329