Generalization of Affine Feedback Stock Trading Results to Include Stop-Loss Orders

期刊文章

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Automatica, 卷.136, 頁碼.11051:1-11051:7

02/2022

Web of Science ID: WOS:000788859100023

摘要

Financial Engineering

Stochastic Systems

Stop Order

Algorithmic Trading

2 檢視次數

本研究成果之相關指標（擷取自 InCites Benchmarking & Analytics）

引用書目主題: 6 Social Sciences; 6.10 Economics; 6.10.80 Market Interdependencies
Web Of Science研究領域: Automation & Control Systems; Engineering, Electrical & Electronic
ESI研究領域: Engineering

此研究成果有助於達成以下目標：

來源：來自InCites的SDGs

題名: Generalization of Affine Feedback Stock Trading Results to Include Stop-Loss Orders
創作者：: 宗翰謝 (作者) - Department of Quantitative Finance
學術資源類型: 期刊文章
出版日期: 02/2022
出版資訊: Automatica, 卷.136, 頁碼.11051:1-11051:7
語言: 英語
備註: SCIE/EI, IF: 6.4, SJR Rank 2 journal in Control and Systems Engineering
期刊等級: true