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Stock Trading via Feedback Control Methods

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Encyclopedia of Systems and Control

Abstract

This article covers stock trading from a feedback control point of view. To this end, mechanics and practical considerations associated with the use of feedback algorithms are explained for both real-world trading and scenarios involving numerical simulation.

This paper is a updated version of an article which appeared in the previous edition of this encyclopedia.

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Author information

Authors and Affiliations

  1. ECE Department, Boston University, Boston, MA, USA

    B. Ross Barmish

  2. Department of Finance, California State University Fullerton, Fullerton, CA, USA

    James A. Primbs

Authors
  1. B. Ross Barmish
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  2. James A. Primbs
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Corresponding author

Correspondence to B. Ross Barmish .

Editor information

Editors and Affiliations

  1. Electrical and Computer Engineering, Boston University, Boston, MA, USA

    John Baillieul

  2. Automation and Control Solutions, Honeywell, Golden Valley, MN, USA

    Tariq Samad

Section Editor information

  1. Systems Modeling & Control Group, CNR-IEIIT, Torino, Italy

    Fabrizio Dabbene

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Ross Barmish, B., Primbs, J.A. (2020). Stock Trading via Feedback Control Methods. In: Baillieul, J., Samad, T. (eds) Encyclopedia of Systems and Control. Springer, London. https://doi.org/10.1007/978-1-4471-5102-9_131-2

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  • DOI: https://doi.org/10.1007/978-1-4471-5102-9_131-2

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  • Publisher Name: Springer, London

  • Print ISBN: 978-1-4471-5102-9

  • Online ISBN: 978-1-4471-5102-9

  • eBook Packages: Springer Reference EngineeringReference Module Computer Science and Engineering

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Chapter history

  1. Latest

    Stock Trading via Feedback Control Methods
    Published:
    04 December 2019

    DOI: https://doi.org/10.1007/978-1-4471-5102-9_131-2

  2. Original

    Stock Trading via Feedback Control
    Published:
    01 March 2014

    DOI: https://doi.org/10.1007/978-1-4471-5102-9_131-1

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