{"id":"https://openalex.org/W4404519847","doi":"https://doi.org/10.1109/tac.2024.3502506","title":"On Robustness of Adaptive Feedback Control for Stock Trading With Time-Varying Price Dynamics","display_name":"On Robustness of Adaptive Feedback Control for Stock Trading With Time-Varying Price Dynamics","publication_year":2024,"publication_date":"2024-11-19","ids":{"openalex":"https://openalex.org/W4404519847","doi":"https://doi.org/10.1109/tac.2024.3502506"},"language":"en","primary_location":{"id":"doi:10.1109/tac.2024.3502506","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2024.3502506","pdf_url":null,"source":{"id":"https://openalex.org/S184954342","display_name":"IEEE Transactions on Automatic Control","issn_l":"0018-9286","issn":["0018-9286","1558-2523","2334-3303"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Automatic Control","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5051020124","display_name":"Xiangyi Chen","orcid":"https://orcid.org/0000-0002-8802-3930"},"institutions":[{"id":"https://openalex.org/I168879160","display_name":"Zhejiang University of Science and Technology","ror":"https://ror.org/05mx0wr29","country_code":"CN","type":"education","lineage":["https://openalex.org/I168879160"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xiangyi Chen","raw_affiliation_strings":["School of Automation and Electrical Engineering, Zhejiang University of Science and Technology, Hangzhou, China","School of Automation and Electrical Engineering, Zhejiang University of Science and Technology, Hangzhou, Zhejiang, China"],"raw_orcid":"https://orcid.org/0000-0002-8802-3930","affiliations":[{"raw_affiliation_string":"School of Automation and Electrical Engineering, Zhejiang University of Science and Technology, Hangzhou, China","institution_ids":["https://openalex.org/I168879160"]},{"raw_affiliation_string":"School of Automation and Electrical Engineering, Zhejiang University of Science and Technology, Hangzhou, Zhejiang, China","institution_ids":["https://openalex.org/I168879160"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5102940426","display_name":"Feng Zhu","orcid":"https://orcid.org/0009-0003-6492-8916"},"institutions":[{"id":"https://openalex.org/I205237279","display_name":"Nankai University","ror":"https://ror.org/01y1kjr75","country_code":"CN","type":"education","lineage":["https://openalex.org/I205237279"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Feng Zhu","raw_affiliation_strings":["School of Economics, and Laboratory for Economic Behaviors and Policy Simulation, Nankai University, Tianjin, China"],"raw_orcid":"https://orcid.org/0009-0003-6492-8916","affiliations":[{"raw_affiliation_string":"School of Economics, and Laboratory for Economic Behaviors and Policy Simulation, Nankai University, Tianjin, China","institution_ids":["https://openalex.org/I205237279"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.8314,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.75714627,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":97,"max":98},"biblio":{"volume":"70","issue":"5","first_page":"3303","last_page":"3307"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9079999923706055,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9079999923706055,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/robustness","display_name":"Robustness (evolution)","score":0.6827819347381592},{"id":"https://openalex.org/keywords/feedback-control","display_name":"Feedback control","score":0.6096698641777039},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5786581635475159},{"id":"https://openalex.org/keywords/adaptive-control","display_name":"Adaptive control","score":0.5628664493560791},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.5517902374267578},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.462954580783844},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.32350826263427734},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.27325063943862915},{"id":"https://openalex.org/keywords/control-engineering","display_name":"Control engineering","score":0.23375096917152405},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.21080836653709412},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.1370602548122406},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.12670722603797913}],"concepts":[{"id":"https://openalex.org/C63479239","wikidata":"https://www.wikidata.org/wiki/Q7353546","display_name":"Robustness (evolution)","level":3,"score":0.6827819347381592},{"id":"https://openalex.org/C3018651601","wikidata":"https://www.wikidata.org/wiki/Q183635","display_name":"Feedback control","level":2,"score":0.6096698641777039},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5786581635475159},{"id":"https://openalex.org/C107464732","wikidata":"https://www.wikidata.org/wiki/Q235781","display_name":"Adaptive control","level":3,"score":0.5628664493560791},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.5517902374267578},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.462954580783844},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.32350826263427734},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.27325063943862915},{"id":"https://openalex.org/C133731056","wikidata":"https://www.wikidata.org/wiki/Q4917288","display_name":"Control engineering","level":1,"score":0.23375096917152405},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.21080836653709412},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.1370602548122406},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.12670722603797913},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/tac.2024.3502506","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2024.3502506","pdf_url":null,"source":{"id":"https://openalex.org/S184954342","display_name":"IEEE Transactions on Automatic Control","issn_l":"0018-9286","issn":["0018-9286","1558-2523","2334-3303"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Automatic Control","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G2001181450","display_name":null,"funder_award_id":"72103102","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":13,"referenced_works":["https://openalex.org/W2005649041","https://openalex.org/W2141592834","https://openalex.org/W2166953369","https://openalex.org/W2292101877","https://openalex.org/W2571449574","https://openalex.org/W2766195439","https://openalex.org/W2766578892","https://openalex.org/W2789603342","https://openalex.org/W2807845442","https://openalex.org/W2888254471","https://openalex.org/W3097305352","https://openalex.org/W4239111512","https://openalex.org/W6744639314"],"related_works":["https://openalex.org/W2770593030","https://openalex.org/W3154990682","https://openalex.org/W2560201613","https://openalex.org/W2171975302","https://openalex.org/W2022352247","https://openalex.org/W2488129135","https://openalex.org/W4312219546","https://openalex.org/W2377538627","https://openalex.org/W2107220315","https://openalex.org/W2153650151"],"abstract_inverted_index":{"We":[0,49],"present":[1],"an":[2],"adaptive":[3,55],"form":[4],"of":[5,36],"the":[6,23,30,51],"simultaneous":[7],"long-short":[8],"(SLS)":[9],"trading":[10,37],"strategy,":[11,32],"which":[12,58],"employs":[13],"feedback":[14],"control":[15],"principles":[16],"for":[17,29,39],"stock":[18,40],"trading.":[19],"Prior":[20],"work":[21],"established":[22],"\u201crobust":[24],"positive":[25,34,61],"expectation\u201d":[26],"(RPE)":[27],"theorem":[28],"SLS":[31,56,71],"asserting":[33],"expectations":[35],"profits":[38,63],"prices":[41],"following":[42],"geometric":[43],"Brownian":[44],"motions":[45],"with":[46],"unknown":[47],"parameters.":[48],"extend":[50],"RPE":[52],"property":[53],"to":[54],"strategies,":[57],"guarantee":[59],"strictly":[60],"expected":[62],"even":[64],"in":[65],"round-trip":[66],"price":[67],"scenarios":[68],"where":[69],"traditional":[70],"strategies":[72],"fail.":[73]},"counts_by_year":[{"year":2026,"cited_by_count":2}],"updated_date":"2026-07-15T18:14:33.161393","created_date":"2025-10-10T00:00:00"}
