Cross-Coupled SLS for pairs trading: an adaptive control approach

Abbracciavento, Francesco; Catenaro, Edoardo; Ticozzi, Andrea; Formentin, Simone

doi:10.1109/ccta54093.2023.10252316

2023 IEEE Conference on Control Technology and Applications (CCTA) 2023

DOI: 10.1109/ccta54093.2023.10252316

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Cross-Coupled SLS for pairs trading: an adaptive control approach

Francesco Abbracciavento,

Edoardo Catenaro,

Andrea Ticozzi

et al.

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Cross-Coupled SLS for pairs trading: an adaptive control approach

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References 16 publications

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