James A. Primbs

40 papers C 17Misc 1Journal 13Unranked 8
YearRankTypeTitle / Venue / Authors
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
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
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
2015 — ch.
Stock Trading via Feedback Control.
Encyclopedia of Systems and Control
B. Ross Barmish, James A. Primbs
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 J jnl
A Riccati Based Interior Point Algorithm for the Computation in Constrained Stochastic MPC.
IEEE Trans. Autom. Control.
Minyong Shin, James A. Primbs
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
Model predictive control for optimal portfolios with cointegrated pairs of stocks.
CDC
Yuji Yamada, James A. Primbs
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
2010 C conf
A fast algorithm for stochastic model predictive control with probabilistic constraints.
ACC
Minyong Shin, James A. Primbs
2010 — conf
Constrained stochastic MPC under multiplicative noise for financial applications.
CDC
Minyong Shin, Joo Hyung Lee, James A. Primbs
2010 C conf
LQR and receding horizon approaches to multi-dimensional option hedging under transaction costs.
ACC
James A. Primbs
2009 J jnl
Dynamic hedging of basket options under proportional transaction costs using receding horizon control.
Int. J. Control
James A. Primbs
2009 J jnl
Stochastic Receding Horizon Control of Constrained Linear Systems With State and Control Multiplicative Noise.
IEEE Trans. Autom. Control.
James A. Primbs, Chang Hwan Sung
2008 C conf
Optimal pairs trading: A stochastic control approach.
ACC
Supakorn Mudchanatongsuk, James A. Primbs, Wilfred Wong
2008 C conf
Optimization based option pricing bounds via piecewise polynomial super- and sub-martingales.
ACC
James A. Primbs
2007 — conf
A soft constraint approach to stochastic receding horizon control.
CDC
James A. Primbs
2007 C conf
Portfolio Optimization Applications of Stochastic Receding Horizon Control.
ACC
James A. Primbs
2007 C conf
Stochastic Receding Horizon Control of Constrained Linear Systems with State and Control Multiplicative Noise.
ACC
James A. Primbs
2006 C conf
Option pricing bounds via semidefinite programming.
ACC
James A. Primbs
2006 C conf
Option valuation and hedging using multinomial lattices with cumulants.
ACC
Yuji Yamada, James A. Primbs
2006 C conf
Trader behavior and hedging feedback in the stock pinning phenomena.
ACC
James A. Primbs, Muruhan Rathinam
2003 — conf
A moment based analysis of hedging under discrete trading.
CIFEr
James A. Primbs, Yuji Yamada
2003 — conf
Mean square optimal hedges using higher order moments.
CIFEr
Yuji Yamada, James A. Primbs
2001 J jnl
Comparison of nonlinear control design techniques on a model of the Caltech ducted fan.
Autom.
Jie Yu, Ali Jadbabaie, James A. Primbs, Yun Huang
2001 Misc conf
Construction of Multinomial Lattice Random Walks for Optimal Hedges.
International Conference on Computational Science (1)
Yuji Yamada, James A. Primbs
2001 J jnl
Kuhn-Tucker-based stability conditions for systems with saturation.
IEEE Trans. Autom. Control.
James A. Primbs, Monica Giannelli
2001 C conf
Risk estimates for dynamic hedging using convex probability bounds.
ACC
Yuji Yamada, James A. Primbs
2001 J jnl
The analysis of optimization based controllers.
Autom.
James A. Primbs
2001 C conf
Unconstrained receding horizon control with no terminal cost.
ACC
Ali Jadbabaie, James A. Primbs, John Hauser
2000 J jnl
A framework for robustness analysis of constrained finite receding horizon control.
IEEE Trans. Autom. Control.
James A. Primbs, Vesna Nevistic
2000 J jnl
A new approach to stability analysis for constrained finite receding horizon control without end constraints.
IEEE Trans. Autom. Control.
James A. Primbs, Vesna Nevistic
2000 J jnl
A receding horizon generalization of pointwise min-norm controllers.
IEEE Trans. Autom. Control.
James A. Primbs, Vesna Nevistic, John C. Doyle
2000 C conf
An analysis technique for optimization based control applied to quasi-LPV plants.
ACC
Monica Giannelli, James A. Primbs
2000 C conf
Distribution-based option pricing on lattice asset dynamics models.
ACC
Yuji Yamada, James A. Primbs
2000 J jnl
Feasibility and stability of constrained finite receding horizon control.
Autom.
James A. Primbs, Vesna Nevistic