Nonlinear Model Predictive Control for Wheeled Mobile Robot with Applications to Dynamic Environment CH Hsieh, JS Liu Proceedings of the IEEE/ASME International Conference on Advanced …, 2012 | 32 | 2012 |
On Drawdown-Modulated Feedback Control in Stock Trading CH Hsieh, BR Barmish IFAC-PapersOnLine 50 (1), 952-958, 2017 | 25 | 2017 |
Kelly Betting Can Be Too Conservative CH Hsieh, BR Barmish, JA Gubner Proceedings of the IEEE Conference on Decision and Control (CDC), 3695-3701, 2016 | 24 | 2016 |
On Kelly Betting: Some Limitations CH Hsieh, BR Barmish Proceedings of the Annual Allerton Conference on Communication, Control, and …, 2015 | 23 | 2015 |
At What Frequency Should the Kelly Bettor Bet? CH Hsieh, BR Barmish, JA Gubner Proceedings of the American Control Conference (ACC), 5485-5490, 2018 | 14 | 2018 |
Necessary and Sufficient Conditions for Frequency-Based Kelly Optimal Portfolio CH Hsieh IEEE Control Systems Letters 5 (1), 349-354, 2020 | 11 | 2020 |
Rebalancing Frequency Considerations for Kelly-Optimal Stock Portfolios in a Control-Theoretic Framework CH Hsieh, JA Gubner, BR Barmish Proceedings of the IEEE Conference on Decision and Control (CDC), 5820-5825, 2018 | 10 | 2018 |
On Asymptotic Log-Optimal Portfolio Optimization CH Hsieh Automatica 151, 110901:1-110901:11, 2023 | 9 | 2023 |
On Positive Solutions of a Delay Equation Arising When Trading in Financial Markets CH Hsieh, BR Barmish, JA Gubner IEEE Transactions on Automatic Control 65 (7), 3143-3149, 2019 | 9 | 2019 |
The Impact of Execution Delay on Kelly-Based Stock Trading: High-Frequency Versus Buy and Hold CH Hsieh, BR Barmish, JA Gubner Proceedings of the IEEE Conference on Decision and Control (CDC), 2580-2585, 2019 | 9 | 2019 |
Generalization of Affine Feedback Stock Trading Results to Include Stop-Loss Orders CH Hsieh Automatica 136, 110051:1-110051:7, 2022 | 8 | 2022 |
On Data-Driven Log-Optimal Portfolio: A Sliding Window Approach PT Wang, CH Hsieh IFAC-PapersOnLine 55 (30), 474-479, 2022 | 7 | 2022 |
On Solving Robust Log-Optimal Portfolio: A Supporting Hyperplane Approximation Approach CH Hsieh European Journal of Operational Research 313 (3), 1129-1139, 2024 | 6 | 2024 |
On Inefficiency of Markowitz-Style Investment Strategies When Drawdown is Important CH Hsieh, BR Barmish Proceedings of the IEEE Conference on Decision and Control (CDC), 3075 - 3080, 2017 | 6 | 2017 |
On Robustness of Double Linear Trading with Transaction Costs CH Hsieh IEEE Control Systems Letters 7, 679-684, 2022 | 4 | 2022 |
On Frequency-Based Optimal Portfolio with Transaction Costs YS Wong, CH Hsieh IEEE Control Systems Letters 7, 3489-3494, 2023 | 3 | 2023 |
On Feedback Control in Kelly Betting: An Approximation Approach CH Hsieh Proceedings of the IEEE Conference on Control Technology and Applications …, 2020 | 3 | 2020 |
Contributions to the Theory of Kelly Betting with Applications to Stock Trading: A Control-Theoretic Approach CH Hsieh Ph.D. Dissertation, University of Wisconsin-Madison, 2019 | 3 | 2019 |
On Unified Adaptive Portfolio Management CL Li, CH Hsieh arXiv preprint arXiv:2307.03391, 2023 | 2* | 2023 |
On Robust Optimal Linear Feedback Stock Trading CH Hsieh arXiv preprint arXiv:2202.02300, 2021 | 2 | 2021 |