Shirzad Malekpour

Publication Activity (10 Years)

Years Active: 2012-2018
Publications (10 Years): 3

Top Topics

Open Research Problems

Linear Time Invariant

Top Venues

IEEE Trans. Syst. Man Cybern. Syst.

IEEE Trans. Autom. Control.

Publications

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)
Shirzad Malekpour, B. Ross Barmish
When the Expected Value Is Not Expected: A Conservative Approach. IEEE Trans. Syst. Man Cybern. Syst. 47 (9) (2017)
Shirzad Malekpour, B. Ross Barmish
On stock trading using a controller with delay: The Robust Positive Expectation Property. CDC (2016)
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)
Shirzad Malekpour, B. Ross Barmish
How useful are mean-variance considerations in stock trading via feedback control? CDC (2012)