[IEEE] A general framework for pairs trading with a control-theoretic point of view

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journal:2016 IEEE Conference on Control Applications (CCA)

Authors:Atul Deshpande; B. Ross Barmish

Published date:2016-9-

DOI:10.1109/cca.2016.7587910

PDF link:https://ieeexplore.ieee.org/stampPDF/getPDF.jsp?arnumber=7587910

Article link:https://doi.org/10.1109/cca.2016.7587910

Article Source:IEEE


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