19 citations · 61 across the 5 of their papers we have counts for
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q-fin.ST2020
On Simultaneous Long-Short Stock Trading Controllers with Cross-Coupling
Atul Deshpande, John A Gubner, B. Ross Barmish
The Simultaneous Long-Short(SLS) controller for trading a single stock is known to guarantee positive expected value of the resulting gain-loss function with respect to a large cla…
q-fin.ST2018
A Generalization of the Robust Positive Expectation Theorem for Stock Trading via Feedback Control
Atul Deshpande, B. Ross Barmish
The starting point of this paper is the so-called Robust Positive Expectation (RPE) Theorem, a result which appears in literature in the context of Simultaneous Long-Short stock tr…