Chung-Han Hsieh

Publication Activity (10 Years)

Years Active: 2014-2024
Publications (10 Years): 24

Top Topics

Optimal Portfolio

Decision Making Under Uncertainty

Top Venues

IEEE Control. Syst. Lett.

Publications

Chung-Han Hsieh, Yi-Shan Wong
On Risk-Sensitive Decision Making Under Uncertainty. CoRR (2024)
Chung-Han Hsieh
On solving robust log-optimal portfolio: A supporting hyperplane approximation approach. Eur. J. Oper. Res. 313 (3) (2024)
Chung-Han Hsieh, Yi-Shan Wong
On Frequency-Based Optimal Portfolio with Transaction Costs. CoRR (2023)
Xin-Yu Wang, Chung-Han Hsieh
On Robustness of Double Linear Policy with Time-Varying Weights. CDC (2023)
Xin-Yu Wang, Chung-Han Hsieh
On Robustness of Double Linear Policy with Time-Varying Weights. CoRR (2023)
Chung-Han Hsieh
On asymptotic log-optimal portfolio optimization. Autom. 151 (2023)
Yi-Shan Wong, Chung-Han Hsieh
On Frequency-Based Log-Optimal Portfolio With Transaction Costs. IEEE Control. Syst. Lett. 7 (2023)
Chung-Han Hsieh
On Robustness of Double Linear Trading With Transaction Costs. IEEE Control. Syst. Lett. 7 (2023)
Chung-Han Hsieh
Generalization of affine feedback stock trading results to include stop-loss orders. Autom. 136 (2022)
Pei-Ting Wang, Chung-Han Hsieh
On Data-Driven Log-Optimal Portfolio: A Sliding Window Approach. CoRR (2022)
Chung-Han Hsieh
On Robust Optimal Linear Feedback Stock Trading. CoRR (2022)
Chung-Han Hsieh
On Robust Economic Control of Epidemics With Application to COVID-19. IEEE Access 9 (2021)
Chung-Han Hsieh
Necessary and Sufficient Conditions for Frequency-Based Kelly Optimal Portfolio. IEEE Control. Syst. Lett. 5 (1) (2021)
Chung-Han Hsieh
Generalization of Affine Feedback Stock Trading Results to Include Stop-Loss Orders. CoRR (2020)
Chung-Han Hsieh
Necessary and Sufficient Conditions for Frequency-Based Kelly Optimal Portfolio. CoRR (2020)
Chung-Han Hsieh
On Feedback Control in Kelly Betting: An Approximation Approach. CCTA (2020)
Chung-Han Hsieh
On Control of Epidemics with Application to COVID-19. CoRR (2020)
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)
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)
Chung-Han Hsieh, B. Ross Barmish
On inefficiency of markowitz-style investment strategies when drawdown is important. CDC (2017)
Chung-Han Hsieh, B. Ross Barmish, John A. Gubner
Kelly betting can be too conservative. CDC (2016)
Chung-Han Hsieh, B. Ross Barmish
On Kelly betting: Some limitations. Allerton (2015)
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)