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 (IIH-MSP, 2014)

On Kelly betting: Some limitations. - Chung-Han Hsieh; B. Ross Barmish (Allerton, 2015)

Kelly betting can be too conservative. - Chung-Han Hsieh; B. Ross Barmish; John A. Gubner (CDC, 2016)

On inefficiency of markowitz-style investment strategies when drawdown is important. - Chung-Han Hsieh; B. Ross Barmish (CDC, 2017)

At What Frequency Should the Kelly Bettor Bet? - Chung-Han Hsieh; B. Ross Barmish; John A. Gubner (ACC, 2018)

Rebalancing Frequency Considerations for Kelly-Optimal Stock Portfolios in a Control-Theoretic Framework. - Chung-Han Hsieh; John A. Gubner; B. Ross Barmish (CDC, 2018)

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 (CDC, 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)

On Feedback Control in Kelly Betting: An Approximation Approach. - Chung-Han Hsieh (CCTA, 2020)

On Control of Epidemics with Application to COVID-19. - Chung-Han Hsieh (CoRR, 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 Robust Economic Control of Epidemics With Application to COVID-19. - Chung-Han Hsieh (IEEE Access, 2021)

Necessary and Sufficient Conditions for Frequency-Based Kelly Optimal Portfolio. - Chung-Han Hsieh (IEEE Control. Syst. Lett., 2021)

Generalization of affine feedback stock trading results to include stop-loss orders. - Chung-Han Hsieh (Autom., 2022)

On Robust Optimal Linear Feedback Stock Trading. - Chung-Han Hsieh (CoRR, 2022)

On Data-Driven Log-Optimal Portfolio: A Sliding Window Approach. - Pei-Ting Wang; Chung-Han Hsieh (CoRR, 2022)

On Robustness of Double Linear Policy with Time-Varying Weights. - Xin-Yu Wang; Chung-Han Hsieh (CDC, 2023)

On asymptotic log-optimal portfolio optimization. - Chung-Han Hsieh (Autom., 2023)

On Frequency-Based Optimal Portfolio with Transaction Costs. - Chung-Han Hsieh; Yi-Shan Wong (CoRR, 2023)

On Robustness of Double Linear Trading With Transaction Costs. - Chung-Han Hsieh (IEEE Control. Syst. Lett., 2023)

On Frequency-Based Log-Optimal Portfolio With Transaction Costs. - Yi-Shan Wong; Chung-Han Hsieh (IEEE Control. Syst. Lett., 2023)

A Jump Start to Stock Trading Research for the Uninitiated Control Scientist: A Tutorial. - B. Ross Barmish; Simone Formentin; Chung-Han Hsieh; Anton V. Proskurnikov; Sean Warnick (CDC, 2024)

On Risk-Sensitive Decision Making Under Uncertainty. - Chung-Han Hsieh; Yi-Shan Wong (CoRR, 2024)

On Accelerating Large-Scale Robust Portfolio Optimization. - Chung-Han Hsieh; Jie-Ling Lu (CoRR, 2024)

On Cost-Sensitive Distributionally Robust Log-Optimal Portfolio. - Chung-Han Hsieh; Xiao-Rou Yu (CoRR, 2024)

On solving robust log-optimal portfolio: A supporting hyperplane approximation approach. - Chung-Han Hsieh (Eur. J. Oper. Res., 2024)