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"A general framework for pairs trading with a control-theoretic point of view."

Atul Deshpande, B. Ross Barmish (2016)

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DOI: 10.1109/CCA.2016.7587910

access: closed

type: Conference or Workshop Paper

metadata version: 2019-10-19

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  dblp key:
  - conf/IEEEcca/DeshpandeB16
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Atul Deshpande, B. Ross Barmish:
A general framework for pairs trading with a control-theoretic point of view. CCA 2016: 761-766

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