B. Ross Barmish

64 papers C 14Journal 27Unranked 22
YearRankTypeTitle / Venue / Authors
2024 — conf
A Jump Start to Stock Trading Research for the Uninitiated Control Scientist: A Tutorial.
CDC
B. Ross Barmish, Simone Formentin, Chung-Han Hsieh, Anton V. Proskurnikov, Sean Warnick
2023 J jnl
On the Benefit of Nonlinear Control for Robust Logarithmic Growth: Coin Flipping Games as a Demonstration Case.
CoRR
Anton V. Proskurnikov, B. Ross Barmish
2023 J jnl
On the Benefit of Nonlinear Control for Robust Logarithmic Growth: Coin Flipping Games as a Demonstration Case.
IEEE Control. Syst. Lett.
Anton V. Proskurnikov, B. Ross Barmish
2022 J jnl
On Feedforward Stock Trading Control Using a New Transaction Level Price Trend Model.
IEEE Trans. Autom. Control.
B. Ross Barmish, James A. Primbs, Sean Warnick
2021 J jnl
A Generalization of the Classical Kelly Betting Formula to the Case of Temporal Correlation.
IEEE Control. Syst. Lett.
Joseph D. O'Brien, Kevin Burke, Mark E. Burke, B. Ross Barmish
2020 J jnl
On Positive Solutions of a Delay Equation Arising When Trading in Financial Markets.
IEEE Trans. Autom. Control.
Chung-Han Hsieh, B. Ross Barmish, John A. Gubner
2019 J jnl
A Conjecture Involving Positive Solutions of a Simple Scalar Linear Time-Varying State Equation with Delay.
CoRR
Chung-Han Hsieh, B. Ross Barmish, John A. Gubner
2019 — conf
The Impact of Execution Delay on Kelly-Based Stock Trading: High-Frequency Versus Buy and Hold.
CDC
Chung-Han Hsieh, B. Ross Barmish, John A. Gubner
2018 J jnl
A Generalization of Simultaneous Long-Short Stock Trading to PI Controllers.
IEEE Trans. Autom. Control.
Shirzad Malekpour, James A. Primbs, B. Ross Barmish
2018 — conf
A Generalization of the Robust Positive Expectation Theorem for Stock Trading via Feedback Control.
ECC
Atul Deshpande, B. Ross Barmish
2018 C conf
At What Frequency Should the Kelly Bettor Bet?
ACC
Chung-Han Hsieh, B. Ross Barmish, John A. Gubner
2018 — conf
On Risk Reduction in Kelly Betting Using the Conservative Expected Value.
CDC
Napat Rujeerapaiboon, B. Ross Barmish, Daniel Kuhn
2018 — conf
Rebalancing Frequency Considerations for Kelly-Optimal Stock Portfolios in a Control-Theoretic Framework.
CDC
Chung-Han Hsieh, John A. Gubner, B. Ross Barmish
2017 — conf
On inefficiency of markowitz-style investment strategies when drawdown is important.
CDC
Chung-Han Hsieh, B. Ross Barmish
2017 J jnl
When the Expected Value Is Not Expected: A Conservative Approach.
IEEE Trans. Syst. Man Cybern. Syst.
Shirzad Malekpour, B. Ross Barmish
2016 C conf
A general framework for pairs trading with a control-theoretic point of view.
CCA
Atul Deshpande, B. Ross Barmish
2016 — conf
Kelly betting can be too conservative.
CDC
Chung-Han Hsieh, B. Ross Barmish, John A. Gubner
2016 C conf
On NASDAQ Order Book dynamics: New problems for the control field.
ACC
B. Ross Barmish, Scott Condie, Donatello Materassi, James A. Primbs, Sean Warnick
2016 J jnl
On a New Paradigm for Stock Trading Via a Model-Free Feedback Controller.
IEEE Trans. Autom. Control.
B. Ross Barmish, James A. Primbs
2016 — conf
On stock trading using a controller with delay: The Robust Positive Expectation Property.
CDC
Shirzad Malekpour, B. Ross Barmish
2015 — conf
On Kelly betting: Some limitations.
Allerton
Chung-Han Hsieh, B. Ross Barmish
2015 — ch.
Stock Trading via Feedback Control.
Encyclopedia of Systems and Control
B. Ross Barmish, James A. Primbs
2014 — conf
On the use of model-free linear feedback to trade stock: Two open research problems.
Allerton
Shirzad Malekpour, B. Ross Barmish
2013 — conf
A drawdown formula for stock trading via linear feedback in a market governed by Brownian Motion.
ECC
Shirzad Malekpour, B. Ross Barmish
2013 — conf
On stock trading using a PI controller in an idealized market: The robust positive expectation property.
CDC
Shirzad Malekpour, James A. Primbs, B. Ross Barmish
2013 — conf
On the basics for simulation of feedback-based stock trading strategies: An invited tutorial session.
CDC
B. Ross Barmish, James A. Primbs, Shirzad Malekpour, Sean Warnick
2012 C conf
ACC 2012 tutorial session: An introduction to hedged-like stock trading from a control theoretic point of view.
ACC
James A. Primbs, B. Ross Barmish
2012 — conf
How useful are mean-variance considerations in stock trading via feedback control?
CDC
Shirzad Malekpour, B. Ross Barmish
2012 C conf
On market-neutral stock trading arbitrage via linear feedback.
ACC
B. Ross Barmish, James A. Primbs
2011 C conf
ACC 2011 tutorial session: An introduction to option trading from a control perspective.
ACC
James A. Primbs, B. Ross Barmish
2011 — conf
On arbitrage possibilities via linear feedback in an idealized Brownian Motion stock market.
CDC/ECC
B. Ross Barmish, James A. Primbs
2011 C conf
On performance limits of feedback control-based stock trading strategies.
ACC
B. Ross Barmish
2010 C conf
A confidence interval triggering method for stock trading via feedback control.
ACC
S. Iwarere, B. Ross Barmish
2010 J jnl
Robust Output Feedback Stabilization for Two New Uncertainty Structures.
IEEE Trans. Autom. Control.
Minyue Fu, B. Ross Barmish
2009 J jnl
On Positivity of Polynomials: The Dilation Integral Method.
IEEE Trans. Autom. Control.
B. Ross Barmish, Pavel S. Shcherbakov, Sheila R. Ross, Fabrizio Dabbene
2009 J jnl
Risk and Return Considerations in "The Weakest Link".
Am. Math. Mon.
B. Ross Barmish, Nigel Boston
2008 J jnl
A Sharp Estimate for the Probability of Stability for Polynomials With Multilinear Uncertainty Structure.
IEEE Trans. Autom. Control.
Sheila R. Ross, B. Ross Barmish
2007 C conf
New Estimates for Practical Robust Negativity of Multilinear Functions.
ACC
Sheila R. Ross, B. Ross Barmish
2007 J jnl
On distributional robustness of systems with complex uncertainty.
Syst. Control. Lett.
Sheila R. Ross, B. Ross Barmish
2006 J jnl
A new Monte Carlo circuit simulation paradigm with specific results for resistive networks.
IEEE Trans. Circuits Syst. I Regul. Pap.
Houssain Kettani, B. Ross Barmish
2006 — conf
Stability of Systems with Random Parameters.
CDC
Vasanthan Raghavan, B. Ross Barmish
2004 — conf
A separation principle for robust stabilization of linear systems.
CDC
Minyue Fu, B. Ross Barmish
2004 C conf
On robust stability with nonlinear parameter dependence: some benchmark problems illustrating the dilation integral method.
ACC
Akin H. Babayigit, B. Ross Barmish, Pavel S. Shcherbakov
2004 C conf
On the step wise Hurwitz property: a new tool for robust output feedback stabilization.
ACC
Minyue Fu, B. Ross Barmish
2003 C conf
A dilation method for robustness problems with nonlinear parameter dependence.
ACC
B. Ross Barmish, Pavel S. Shcherbakov
2003 — conf
On the conditioning of robustness problems.
CDC
Pavel S. Shcherbakov, B. Ross Barmish
2002 J jnl
On avoiding vertexization of robustness problems: the approximate feasibility concept.
IEEE Trans. Autom. Control.
B. Ross Barmish, Pavel S. Shcherbakov
2001 — conf
An algorithm for generating transfer functions uniformly distributed over H
CDC
Constantino M. Lagoa, Mario Sznaier, B. Ross Barmish
2001 — conf
Distributionally robust gain analysis for systems containing complex uncertainty.
CDC
Sheila R. Ross, B. Ross Barmish
2000 C conf
A probabilistic robustness result for a multilinearly parameterized H
ACC
B. Ross Barmish
2000 — conf
A worst-case estimate of stability probability for polynomials with multilinear uncertainty structure.
CDC
Sheila R. Ross, B. Ross Barmish
2000 C conf
Monte Carlo analysis of resistive networks without a priori probability distributions.
ISCAS
B. Ross Barmish, Houssain Kettani
2000 — conf
On avoiding vertexization of robustness problems: the approximate feasibility concept.
CDC
B. Ross Barmish, Pavel S. Shcherbakov
1997 J jnl
The uniform distribution: A rigorous justification for its use in robustness analysis.
Math. Control. Signals Syst.
B. Ross Barmish, Constantino M. Lagoa
1996 J jnl
On mappable nonlinearities in robustness analysis.
IEEE Trans. Autom. Control.
B. Ross Barmish, Roberto Tempo
1996 J jnl
Reduction of robust stabilization problems to standard H
Autom.
Mehdi Abrishamchian, B. Ross Barmish
1994 J jnl
Application of some new tools to robust stability analysis of spark ignition engines: a case study.
IEEE Trans. Control. Syst. Technol.
Maurizio Abate, B. Ross Barmish, Carlos Murillo-Sánchez, Roberto Tempo
1993 J jnl
Comments on "Extreme point results for robust stabilization of interval plants with first-order compensators" [with reply].
IEEE Trans. Autom. Control.
Kang K Yen, Shu Fan Zhou, B. Ross Barmish, Christopher V. Hollot, Frantisek J. Kraus, Roberto Tempo
1993 J jnl
Convexity of frequency response arcs associated with a stable polynomial.
IEEE Trans. Autom. Control.
Jerry C. Hamann, B. Ross Barmish
1990 J jnl
The robust root locus.
Autom.
B. Ross Barmish, Roberto Tempo
1989 J jnl
Robust stability of perturbed systems with time delays
Autom.
B. Ross Barmish, Zhicheng Shi
1988 J jnl
An iterative design procedure for simultaneous stabilization of MIMO systems.
Autom.
Kehui Wei, B. Ross Barmish
1986 J jnl
Robustness of luenberger observers: Linear systems stabilized via non-linear control.
Autom.
B. Ross Barmish, Alberto R. Galimidi
1983 J jnl
Linear ultimate boundedness control of uncertain dynamical systems.
Autom.
B. Ross Barmish, Ian R. Petersen, Arie Feuer