Chung-Han Hsieh

According to our database, Chung-Han Hsieh authored at least 22 papers between 2014 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

On solving robust log-optimal portfolio: A supporting hyperplane approximation approach.

Chung-Han Hsieh

Eur. J. Oper. Res., March, 2024

2023

On Frequency-Based Log-Optimal Portfolio With Transaction Costs.

Yi-Shan Wong, Chung-Han Hsieh

IEEE Control. Syst. Lett., 2023

On Robustness of Double Linear Trading With Transaction Costs.

Chung-Han Hsieh

IEEE Control. Syst. Lett., 2023

On Frequency-Based Optimal Portfolio with Transaction Costs.

Chung-Han Hsieh, Yi-Shan Wong

CoRR, 2023

On asymptotic log-optimal portfolio optimization.

Chung-Han Hsieh

Autom., 2023

On Robustness of Double Linear Policy with Time-Varying Weights.

Xin-Yu Wang, Chung-Han Hsieh

Proceedings of the 62nd IEEE Conference on Decision and Control, 2023

2022

On Data-Driven Log-Optimal Portfolio: A Sliding Window Approach.

Pei-Ting Wang, Chung-Han Hsieh

CoRR, 2022

On Robust Optimal Linear Feedback Stock Trading.

Chung-Han Hsieh

CoRR, 2022

Generalization of affine feedback stock trading results to include stop-loss orders.

Chung-Han Hsieh

Autom., 2022

2021

Necessary and Sufficient Conditions for Frequency-Based Kelly Optimal Portfolio.

Chung-Han Hsieh

IEEE Control. Syst. Lett., 2021

On Robust Economic Control of Epidemics With Application to COVID-19.

Chung-Han Hsieh

IEEE Access, 2021

2020

On Positive Solutions of a Delay Equation Arising When Trading in Financial Markets.

Chung-Han Hsieh, B. Ross Barmish, John A. Gubner

IEEE Trans. Autom. Control., 2020

On Control of Epidemics with Application to COVID-19.

Chung-Han Hsieh

CoRR, 2020

On Feedback Control in Kelly Betting: An Approximation Approach.

Chung-Han Hsieh

Proceedings of the 2020 IEEE Conference on Control Technology and Applications, 2020

2019

A Conjecture Involving Positive Solutions of a Simple Scalar Linear Time-Varying State Equation with Delay.

Chung-Han Hsieh, B. Ross Barmish, John A. Gubner

CoRR, 2019

The Impact of Execution Delay on Kelly-Based Stock Trading: High-Frequency Versus Buy and Hold.

Chung-Han Hsieh, B. Ross Barmish, John A. Gubner

Proceedings of the 58th IEEE Conference on Decision and Control, 2019

2018

Rebalancing Frequency Considerations for Kelly-Optimal Stock Portfolios in a Control-Theoretic Framework.

Chung-Han Hsieh, John A. Gubner, B. Ross Barmish

Proceedings of the 57th IEEE Conference on Decision and Control, 2018

At What Frequency Should the Kelly Bettor Bet?

Chung-Han Hsieh, B. Ross Barmish, John A. Gubner

Proceedings of the 2018 Annual American Control Conference, 2018

2017

On inefficiency of markowitz-style investment strategies when drawdown is important.

Chung-Han Hsieh, B. Ross Barmish

Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017

2016

Kelly betting can be too conservative.

Chung-Han Hsieh, B. Ross Barmish, John A. Gubner

Proceedings of the 55th IEEE Conference on Decision and Control, 2016

2015

On Kelly betting: Some limitations.

Chung-Han Hsieh, B. Ross Barmish

Proceedings of the 53rd Annual Allerton Conference on Communication, 2015

2014

Study of Stability Indices for Special Protection System in Taiwan.

Yi-Ting Chou, Yi-Jen Wang, Chung-Han Hsieh, Ruei Yu Wang, Syed Khawar Shah

Proceedings of the 2014 Tenth International Conference on Intelligent Information Hiding and Multimedia Signal Processing, 2014