default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDChung-Han Hsieh
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2024
[j8]Chung-Han Hsieh
:
On solving robust log-optimal portfolio: A supporting hyperplane approximation approach. Eur. J. Oper. Res. 313(3): 1129-1139 (2024)- [c10]B. Ross Barmish, Simone Formentin, Chung-Han Hsieh, Anton V. Proskurnikov, Sean Warnick:
A Jump Start to Stock Trading Research for the Uninitiated Control Scientist: A Tutorial. CDC 2024: 7441-7457 - [i11]Chung-Han Hsieh, Yi-Shan Wong:
On Risk-Sensitive Decision Making Under Uncertainty. CoRR abs/2404.13371 (2024) - [i10]Chung-Han Hsieh, Jie-Ling Lu:
On Accelerating Large-Scale Robust Portfolio Optimization. CoRR abs/2408.07879 (2024) - [i9]Chung-Han Hsieh, Xiao-Rou Yu:
On Cost-Sensitive Distributionally Robust Log-Optimal Portfolio. CoRR abs/2410.23536 (2024) - 2023
- [j7]Chung-Han Hsieh:
On asymptotic log-optimal portfolio optimization. Autom. 151: 110901 (2023) - [j6]Chung-Han Hsieh:
On Robustness of Double Linear Trading With Transaction Costs. IEEE Control. Syst. Lett. 7: 679-684 (2023) - [j5]Yi-Shan Wong, Chung-Han Hsieh:
On Frequency-Based Log-Optimal Portfolio With Transaction Costs. IEEE Control. Syst. Lett. 7: 3489-3494 (2023) - [c9]Xin-Yu Wang, Chung-Han Hsieh:
On Robustness of Double Linear Policy with Time-Varying Weights. CDC 2023: 8515-8520 - [i8]Chung-Han Hsieh, Yi-Shan Wong:
On Frequency-Based Optimal Portfolio with Transaction Costs. CoRR abs/2301.02754 (2023) - [i7]Xin-Yu Wang, Chung-Han Hsieh:
On Robustness of Double Linear Policy with Time-Varying Weights. CoRR abs/2303.10806 (2023) - 2022
- [j4]Chung-Han Hsieh:
Generalization of affine feedback stock trading results to include stop-loss orders. Autom. 136: 110051 (2022) - [i6]Chung-Han Hsieh:
On Robust Optimal Linear Feedback Stock Trading. CoRR abs/2202.02300 (2022) - [i5]Pei-Ting Wang, Chung-Han Hsieh:
On Data-Driven Log-Optimal Portfolio: A Sliding Window Approach. CoRR abs/2206.12148 (2022) - 2021
- [j3]Chung-Han Hsieh:
On Robust Economic Control of Epidemics With Application to COVID-19. IEEE Access 9: 167948-167958 (2021) - [j2]Chung-Han Hsieh:
Necessary and Sufficient Conditions for Frequency-Based Kelly Optimal Portfolio. IEEE Control. Syst. Lett. 5(1): 349-354 (2021) - 2020
- [j1]Chung-Han Hsieh, B. Ross Barmish, John A. Gubner:
On Positive Solutions of a Delay Equation Arising When Trading in Financial Markets. IEEE Trans. Autom. Control. 65(7): 3143-3149 (2020) - [c8]Chung-Han Hsieh:
On Feedback Control in Kelly Betting: An Approximation Approach. CCTA 2020: 903-908 - [i4]Chung-Han Hsieh:
Necessary and Sufficient Conditions for Frequency-Based Kelly Optimal Portfolio. CoRR abs/2004.12099 (2020) - [i3]Chung-Han Hsieh:
Generalization of Affine Feedback Stock Trading Results to Include Stop-Loss Orders. CoRR abs/2004.12848 (2020) - [i2]Chung-Han Hsieh:
On Control of Epidemics with Application to COVID-19. CoRR abs/2011.00790 (2020)
2010 – 2019
- 2019
- [c7]Chung-Han Hsieh, B. Ross Barmish, John A. Gubner:
The Impact of Execution Delay on Kelly-Based Stock Trading: High-Frequency Versus Buy and Hold. CDC 2019: 2580-2585 - [i1]Chung-Han Hsieh, B. Ross Barmish, John A. Gubner:
A Conjecture Involving Positive Solutions of a Simple Scalar Linear Time-Varying State Equation with Delay. CoRR abs/1901.02480 (2019) - 2018
- [c6]Chung-Han Hsieh, B. Ross Barmish, John A. Gubner:
At What Frequency Should the Kelly Bettor Bet? ACC 2018: 5485-5490 - [c5]Chung-Han Hsieh, John A. Gubner, B. Ross Barmish:
Rebalancing Frequency Considerations for Kelly-Optimal Stock Portfolios in a Control-Theoretic Framework. CDC 2018: 5820-5825 - 2017
- [c4]Chung-Han Hsieh, B. Ross Barmish:
On inefficiency of markowitz-style investment strategies when drawdown is important. CDC 2017: 3075-3080 - 2016
- [c3]Chung-Han Hsieh, B. Ross Barmish, John A. Gubner:
Kelly betting can be too conservative. CDC 2016: 3695-3701 - 2015
- [c2]Chung-Han Hsieh, B. Ross Barmish:
On Kelly betting: Some limitations. Allerton 2015: 165-172 - 2014
- [c1]Yi-Ting Chou, Yi-Jen Wang, Chung-Han Hsieh, Ruei Yu Wang, Syed Khawar Shah:
Study of Stability Indices for Special Protection System in Taiwan. IIH-MSP 2014: 815-818
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from 
to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the 
of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from 
, 
, and 
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from 
.
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2025-04-03 00:23 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
