| 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 | 31 | 2012 |
| On Drawdown-Modulated Feedback Control in Stock Trading CH Hsieh, BR Barmish IFAC-PapersOnLine 50 (1), 952-958, 2017 | 24 | 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 | 22 | 2016 |
| On Kelly Betting: Some Limitations CH Hsieh, BR Barmish Proceedings of the Annual Allerton Conference on Communication, Control, and …, 2015 | 22 | 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 | 10 | 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 |
| Generalization of Affine Feedback Stock Trading Results to Include Stop-Loss Orders CH Hsieh Automatica 136, 110051:1-110051:7, 2022 | 8 | 2022 |
| 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 | 8 | 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 | 8 | 2019 |
| 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 Asymptotic Log-Optimal Portfolio Optimization CH Hsieh Automatica 151, 110901:1-110901:11, 2023 | 5 | 2023 |
| On Robustness of Double Linear Trading with Transaction Costs CH Hsieh IEEE Control Systems Letters 7, 679-684, 2022 | 4 | 2022 |
| On Data-Driven Log-Optimal Portfolio: A Sliding Window Approach PT Wang, CH Hsieh IFAC-PapersOnLine 55 (30), 474-479, 2022 | 4 | 2022 |
| 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 Solving Robust Log-Optimal Portfolio: A Supporting Hyperplane Approximation Approach CH Hsieh European Journal of Operational Research 313 (3), 1129-1139, 2024 | 2 | 2024 |
| On Adaptive Portfolio Management with Dynamic Black-Litterman Approach 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 |
| On Frequency-Based Optimal Portfolio with Transaction Costs YS Wong, CH Hsieh IEEE Control Systems Letters 7, 3489-3494, 2023 | 1 | 2023 |
B. Ross BarmishUniversity of Wisconsin, Emeritus, Robust Trading Solutions, LLCVerified email at engr.wisc.edu
