Chung-Han Hsieh

32 papers C 2Journal 21Unranked 9
YearRankTypeTitle / Venue / Authors
2026 J jnl
Sampled-Data Wasserstein Distributionally Robust Control of Multiplicative Systems: A Convex Relaxation with Performance Guarantees.
CoRR
Chung-Han Hsieh
2025 J jnl
Is Noisy Data a Blessing in Disguise? A Distributionally Robust Optimization Perspective.
CoRR
Chung-Han Hsieh, Rong Gan
2025 C conf
On Risk-Sensitive Decision Making Under Uncertainty.
ACC
Chung-Han Hsieh, Yi-Shan Wong
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
2024 J jnl
On Accelerating Large-Scale Robust Portfolio Optimization.
CoRR
Chung-Han Hsieh, Jie-Ling Lu
2024 J jnl
On Cost-Sensitive Distributionally Robust Log-Optimal Portfolio.
CoRR
Chung-Han Hsieh, Xiao-Rou Yu
2024 J jnl
On Risk-Sensitive Decision Making Under Uncertainty.
CoRR
Chung-Han Hsieh, Yi-Shan Wong
2024 J jnl
On solving robust log-optimal portfolio: A supporting hyperplane approximation approach.
Eur. J. Oper. Res.
Chung-Han Hsieh
2023 J jnl
On Frequency-Based Log-Optimal Portfolio With Transaction Costs.
IEEE Control. Syst. Lett.
Yi-Shan Wong, Chung-Han Hsieh
2023 J jnl
On Frequency-Based Optimal Portfolio with Transaction Costs.
CoRR
Chung-Han Hsieh, Yi-Shan Wong
2023 — conf
On Robustness of Double Linear Policy with Time-Varying Weights.
CDC
Xin-Yu Wang, Chung-Han Hsieh
2023 J jnl
On Robustness of Double Linear Policy with Time-Varying Weights.
CoRR
Xin-Yu Wang, Chung-Han Hsieh
2023 J jnl
On Robustness of Double Linear Trading With Transaction Costs.
IEEE Control. Syst. Lett.
Chung-Han Hsieh
2023 J jnl
On asymptotic log-optimal portfolio optimization.
Autom.
Chung-Han Hsieh
2022 J jnl
Generalization of affine feedback stock trading results to include stop-loss orders.
Autom.
Chung-Han Hsieh
2022 J jnl
On Data-Driven Log-Optimal Portfolio: A Sliding Window Approach.
CoRR
Pei-Ting Wang, Chung-Han Hsieh
2022 J jnl
On Robust Optimal Linear Feedback Stock Trading.
CoRR
Chung-Han Hsieh
2021 J jnl
Necessary and Sufficient Conditions for Frequency-Based Kelly Optimal Portfolio.
IEEE Control. Syst. Lett.
Chung-Han Hsieh
2021 J jnl
On Robust Economic Control of Epidemics With Application to COVID-19.
IEEE Access
Chung-Han Hsieh
2020 J jnl
Generalization of Affine Feedback Stock Trading Results to Include Stop-Loss Orders.
CoRR
Chung-Han Hsieh
2020 J jnl
Necessary and Sufficient Conditions for Frequency-Based Kelly Optimal Portfolio.
CoRR
Chung-Han Hsieh
2020 J jnl
On Control of Epidemics with Application to COVID-19.
CoRR
Chung-Han Hsieh
2020 — conf
On Feedback Control in Kelly Betting: An Approximation Approach.
CCTA
Chung-Han Hsieh
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 C conf
At What Frequency Should the Kelly Bettor Bet?
ACC
Chung-Han Hsieh, B. Ross Barmish, John A. Gubner
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
2016 — conf
Kelly betting can be too conservative.
CDC
Chung-Han Hsieh, B. Ross Barmish, John A. Gubner
2015 — conf
On Kelly betting: Some limitations.
Allerton
Chung-Han Hsieh, B. Ross Barmish
2014 — conf
Study of Stability Indices for Special Protection System in Taiwan.
IIH-MSP
Yi-Ting Chou, Yi-Jen Wang, Chung-Han Hsieh, Ruei Yu Wang, Syed Khawar Shah