B. Ross Barmish

Publication Activity (10 Years)

Years Active: 1983-2023
Publications (10 Years): 19

Top Topics

Feedback Control

Trading Strategies

Open Research Problems

Top Venues

IEEE Trans. Autom. Control.

IEEE Control. Syst. Lett.

Publications

Anton V. Proskurnikov, B. Ross Barmish
On the Benefit of Nonlinear Control for Robust Logarithmic Growth: Coin Flipping Games as a Demonstration Case. IEEE Control. Syst. Lett. 7 (2023)
Anton V. Proskurnikov, B. Ross Barmish
On the Benefit of Nonlinear Control for Robust Logarithmic Growth: Coin Flipping Games as a Demonstration Case. CoRR (2023)
B. Ross Barmish, James A. Primbs, Sean Warnick
On Feedforward Stock Trading Control Using a New Transaction Level Price Trend Model. IEEE Trans. Autom. Control. 67 (2) (2022)
Joseph D. O'Brien, Kevin Burke, Mark E. Burke, B. Ross Barmish
A Generalization of the Classical Kelly Betting Formula to the Case of Temporal Correlation. IEEE Control. Syst. Lett. 5 (2) (2021)
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) (2020)
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 (2019)
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)
Atul Deshpande, B. Ross Barmish
A Generalization of the Robust Positive Expectation Theorem for Stock Trading via Feedback Control. ECC (2018)
Shirzad Malekpour, James A. Primbs, B. Ross Barmish
A Generalization of Simultaneous Long-Short Stock Trading to PI Controllers. IEEE Trans. Autom. Control. 63 (10) (2018)
Napat Rujeerapaiboon, B. Ross Barmish, Daniel Kuhn
On Risk Reduction in Kelly Betting Using the Conservative Expected Value. CDC (2018)
Chung-Han Hsieh, B. Ross Barmish, John A. Gubner
At What Frequency Should the Kelly Bettor Bet? ACC (2018)
Chung-Han Hsieh, John A. Gubner, B. Ross Barmish
Rebalancing Frequency Considerations for Kelly-Optimal Stock Portfolios in a Control-Theoretic Framework. CDC (2018)
Shirzad Malekpour, B. Ross Barmish
When the Expected Value Is Not Expected: A Conservative Approach. IEEE Trans. Syst. Man Cybern. Syst. 47 (9) (2017)
Chung-Han Hsieh, B. Ross Barmish
On inefficiency of markowitz-style investment strategies when drawdown is important. CDC (2017)
B. Ross Barmish, James A. Primbs
On a New Paradigm for Stock Trading Via a Model-Free Feedback Controller. IEEE Trans. Autom. Control. 61 (3) (2016)
B. Ross Barmish, Scott Condie, Donatello Materassi, James A. Primbs, Sean Warnick
On NASDAQ Order Book dynamics: New problems for the control field. ACC (2016)
Shirzad Malekpour, B. Ross Barmish
On stock trading using a controller with delay: The Robust Positive Expectation Property. CDC (2016)
Chung-Han Hsieh, B. Ross Barmish, John A. Gubner
Kelly betting can be too conservative. CDC (2016)
Atul Deshpande, B. Ross Barmish
A general framework for pairs trading with a control-theoretic point of view. CCA (2016)
Chung-Han Hsieh, B. Ross Barmish
On Kelly betting: Some limitations. Allerton (2015)
Shirzad Malekpour, B. Ross Barmish
On the use of model-free linear feedback to trade stock: Two open research problems. Allerton (2014)
B. Ross Barmish, James A. Primbs, Shirzad Malekpour, Sean Warnick
On the basics for simulation of feedback-based stock trading strategies: An invited tutorial session. CDC (2013)
Shirzad Malekpour, B. Ross Barmish
A drawdown formula for stock trading via linear feedback in a market governed by Brownian Motion. ECC (2013)
Shirzad Malekpour, James A. Primbs, B. Ross Barmish
On stock trading using a PI controller in an idealized market: The robust positive expectation property. CDC (2013)
James A. Primbs, B. Ross Barmish
ACC 2012 tutorial session: An introduction to hedged-like stock trading from a control theoretic point of view. ACC (2012)
B. Ross Barmish, James A. Primbs
On market-neutral stock trading arbitrage via linear feedback. ACC (2012)
Shirzad Malekpour, B. Ross Barmish
How useful are mean-variance considerations in stock trading via feedback control? CDC (2012)
B. Ross Barmish
On performance limits of feedback control-based stock trading strategies. ACC (2011)
James A. Primbs, B. Ross Barmish
ACC 2011 tutorial session: An introduction to option trading from a control perspective. ACC (2011)
B. Ross Barmish, James A. Primbs
On arbitrage possibilities via linear feedback in an idealized Brownian Motion stock market. CDC/ECC (2011)
Minyue Fu, B. Ross Barmish
Robust Output Feedback Stabilization for Two New Uncertainty Structures. IEEE Trans. Autom. Control. 55 (1) (2010)
S. Iwarere, B. Ross Barmish
A confidence interval triggering method for stock trading via feedback control. ACC (2010)
B. Ross Barmish, Nigel Boston
Risk and Return Considerations in "The Weakest Link". Am. Math. Mon. 116 (4) (2009)
B. Ross Barmish, Pavel S. Shcherbakov, Sheila R. Ross, Fabrizio Dabbene
On Positivity of Polynomials: The Dilation Integral Method. IEEE Trans. Autom. Control. 54 (5) (2009)
Sheila R. Ross, B. Ross Barmish
A Sharp Estimate for the Probability of Stability for Polynomials With Multilinear Uncertainty Structure. IEEE Trans. Autom. Control. 53 (2) (2008)
Sheila R. Ross, B. Ross Barmish
On distributional robustness of systems with complex uncertainty. Syst. Control. Lett. 56 (7-8) (2007)
Sheila R. Ross, B. Ross Barmish
New Estimates for Practical Robust Negativity of Multilinear Functions. ACC (2007)
Vasanthan Raghavan, B. Ross Barmish
Stability of Systems with Random Parameters. CDC (2006)
Houssain Kettani, B. Ross Barmish
A new Monte Carlo circuit simulation paradigm with specific results for resistive networks. IEEE Trans. Circuits Syst. I Regul. Pap. (6) (2006)
Akin H. Babayigit, B. Ross Barmish, Pavel S. Shcherbakov
On robust stability with nonlinear parameter dependence: some benchmark problems illustrating the dilation integral method. ACC (2004)
Minyue Fu, B. Ross Barmish
A separation principle for robust stabilization of linear systems. CDC (2004)
Minyue Fu, B. Ross Barmish
On the step wise Hurwitz property: a new tool for robust output feedback stabilization. ACC (2004)
B. Ross Barmish, Pavel S. Shcherbakov
A dilation method for robustness problems with nonlinear parameter dependence. ACC (2003)
Pavel S. Shcherbakov, B. Ross Barmish
On the conditioning of robustness problems. CDC (2003)
B. Ross Barmish, Pavel S. Shcherbakov
On avoiding vertexization of robustness problems: the approximate feasibility concept. IEEE Trans. Autom. Control. 47 (5) (2002)
Sheila R. Ross, B. Ross Barmish
Distributionally robust gain analysis for systems containing complex uncertainty. CDC (2001)
Constantino M. Lagoa, Mario Sznaier, B. Ross Barmish
balls. CDC (2001)
B. Ross Barmish
norm. ACC (2000)
B. Ross Barmish, Pavel S. Shcherbakov
On avoiding vertexization of robustness problems: the approximate feasibility concept. CDC (2000)
B. Ross Barmish, Houssain Kettani
Monte Carlo analysis of resistive networks without a priori probability distributions. ISCAS (2000)
Sheila R. Ross, B. Ross Barmish
A worst-case estimate of stability probability for polynomials with multilinear uncertainty structure. CDC (2000)
B. Ross Barmish, Constantino M. Lagoa
The uniform distribution: A rigorous justification for its use in robustness analysis. Math. Control. Signals Syst. 10 (3) (1997)
B. Ross Barmish, Roberto Tempo
On mappable nonlinearities in robustness analysis. IEEE Trans. Autom. Control. 41 (6) (1996)
Mehdi Abrishamchian, B. Ross Barmish
problems for classes of systems with structured uncertainty. Autom. 32 (8) (1996)
Maurizio Abate, B. Ross Barmish, Carlos Murillo-Sánchez, Roberto Tempo
Application of some new tools to robust stability analysis of spark ignition engines: a case study. IEEE Trans. Control. Syst. Technol. 2 (1) (1994)
Jerry C. Hamann, B. Ross Barmish
Convexity of frequency response arcs associated with a stable polynomial. IEEE Trans. Autom. Control. 38 (6) (1993)
Kang K Yen, Shu Fan Zhou, B. Ross Barmish, Christopher V. Hollot, Frantisek J. Kraus, Roberto Tempo
Comments on "Extreme point results for robust stabilization of interval plants with first-order compensators" [with reply]. IEEE Trans. Autom. Control. 38 (2) (1993)
B. Ross Barmish, Roberto Tempo
The robust root locus. Autom. 26 (2) (1990)
B. Ross Barmish, Zhicheng Shi
. Autom. 25 (3) (1989)
Kehui Wei, B. Ross Barmish
An iterative design procedure for simultaneous stabilization of MIMO systems. Autom. 24 (5) (1988)
B. Ross Barmish, Alberto R. Galimidi
Robustness of luenberger observers: Linear systems stabilized via non-linear control. Autom. 22 (4) (1986)
B. Ross Barmish, Ian R. Petersen, Arie Feuer
Linear ultimate boundedness control of uncertain dynamical systems. Autom. 19 (5) (1983)