Chung-Han Hsieh

Orcid: 0000-0002-1399-3449

According to our database1, Chung-Han Hsieh authored at least 24 papers between 2014 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
On solving robust log-optimal portfolio: A supporting hyperplane approximation approach.
Eur. J. Oper. Res., March, 2024

On Accelerating Large-Scale Robust Portfolio Optimization.
CoRR, 2024

On Risk-Sensitive Decision Making Under Uncertainty.
CoRR, 2024

2023
On Frequency-Based Log-Optimal Portfolio With Transaction Costs.
IEEE Control. Syst. Lett., 2023

On Robustness of Double Linear Trading With Transaction Costs.
IEEE Control. Syst. Lett., 2023

On Frequency-Based Optimal Portfolio with Transaction Costs.
CoRR, 2023

On asymptotic log-optimal portfolio optimization.
Autom., 2023

On Robustness of Double Linear Policy with Time-Varying Weights.
Proceedings of the 62nd IEEE Conference on Decision and Control, 2023

2022
On Data-Driven Log-Optimal Portfolio: A Sliding Window Approach.
CoRR, 2022

On Robust Optimal Linear Feedback Stock Trading.
CoRR, 2022

Generalization of affine feedback stock trading results to include stop-loss orders.
Autom., 2022

2021
Necessary and Sufficient Conditions for Frequency-Based Kelly Optimal Portfolio.
IEEE Control. Syst. Lett., 2021

On Robust Economic Control of Epidemics With Application to COVID-19.
IEEE Access, 2021

2020
On Positive Solutions of a Delay Equation Arising When Trading in Financial Markets.
IEEE Trans. Autom. Control., 2020

On Control of Epidemics with Application to COVID-19.
CoRR, 2020

On Feedback Control in Kelly Betting: An Approximation Approach.
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.
CoRR, 2019

The Impact of Execution Delay on Kelly-Based Stock Trading: High-Frequency Versus Buy and Hold.
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.
Proceedings of the 57th IEEE Conference on Decision and Control, 2018

At What Frequency Should the Kelly Bettor Bet?
Proceedings of the 2018 Annual American Control Conference, 2018

2017
On inefficiency of markowitz-style investment strategies when drawdown is important.
Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017

2016
Kelly betting can be too conservative.
Proceedings of the 55th IEEE Conference on Decision and Control, 2016

2015
On Kelly betting: Some limitations.
Proceedings of the 53rd Annual Allerton Conference on Communication, 2015

2014
Study of Stability Indices for Special Protection System in Taiwan.
Proceedings of the 2014 Tenth International Conference on Intelligent Information Hiding and Multimedia Signal Processing, 2014


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