Shirzad Malekpour

According to our database, Shirzad Malekpour authored at least 8 papers between 2012 and 2018.

Collaborative distances:

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

2018

A Generalization of Simultaneous Long-Short Stock Trading to PI Controllers.

Shirzad Malekpour, James A. Primbs, B. Ross Barmish

IEEE Trans. Autom. Control., 2018

2017

When the Expected Value Is Not Expected: A Conservative Approach.

Shirzad Malekpour, B. Ross Barmish

IEEE Trans. Syst. Man Cybern. Syst., 2017

2016

On stock trading using a controller with delay: The Robust Positive Expectation Property.

Shirzad Malekpour, B. Ross Barmish

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

2014

On the use of model-free linear feedback to trade stock: Two open research problems.

Shirzad Malekpour, B. Ross Barmish

Proceedings of the 52nd Annual Allerton Conference on Communication, 2014

2013

A drawdown formula for stock trading via linear feedback in a market governed by Brownian Motion.

Shirzad Malekpour, B. Ross Barmish

Proceedings of the 12th European Control Conference, 2013

On stock trading using a PI controller in an idealized market: The robust positive expectation property.

Shirzad Malekpour, James A. Primbs, B. Ross Barmish

Proceedings of the 52nd IEEE Conference on Decision and Control, 2013

On the basics for simulation of feedback-based stock trading strategies: An invited tutorial session.

B. Ross Barmish, James A. Primbs, Shirzad Malekpour, Sean Warnick

Proceedings of the 52nd IEEE Conference on Decision and Control, 2013

2012

How useful are mean-variance considerations in stock trading via feedback control?

Shirzad Malekpour, B. Ross Barmish

Proceedings of the 51th IEEE Conference on Decision and Control, 2012