Person:184783

Available identifiers

zbMath Open primbs.james-aMaRDI QIDQ184783

List of research outcomes

Publication	Date of Publication	Type
On Feedforward Stock Trading Control Using a New Transaction Level Price Trend Model	2022-02-24	Paper
A Generalization of Simultaneous Long–Short Stock Trading to PI Controllers	2018-12-19	Paper
Model predictive control for optimal pairs trading portfolio with gross exposure and transaction cost constraints	2018-12-03	Paper
A Riccati Based Interior Point Algorithm for the Computation in Constrained Stochastic MPC	2017-09-08	Paper
Stochastic Receding Horizon Control of Constrained Linear Systems With State and Control Multiplicative Noise	2017-08-08	Paper
On a New Paradigm for Stock Trading Via a Model-Free Feedback Controller	2017-05-03	Paper
https://portal.mardi4nfdi.de/entity/Q2832143	2016-11-07	Paper
SDP relaxation of arbitrage pricing bounds based on option prices and moments	2010-03-05	Paper
Dynamic hedging of basket options under proportional transaction costs using receding horizon control	2010-01-06	Paper
Trader Behavior and its Effect on Asset Price Dynamics	2009-09-13	Paper
A stochastic receding horizon control approach to constrained index tracking	2008-09-10	Paper
A new computational tool for analysing dynamic hedging under transaction costs	2008-08-07	Paper
Dynamic hedging of single and multi-dimensional options with transaction costs: a generalized utility maximization approach	2008-05-22	Paper
Option Pricing with a Pentanomial Lattice Model that Incorporates Skewness and Kurtosis	2007-06-07	Paper
Properties of multinomial lattices with cumulants for option pricing and hedging	2006-11-17	Paper
VALUE-AT-RISK ESTIMATION FOR DYNAMIC HEDGING	2005-06-22	Paper
DISTRIBUTION-BASED OPTION PRICING ON LATTICE ASSET DYNAMICS MODELS	2005-06-22	Paper
The analysis of optimization based controllers	2002-08-19	Paper
Kuhn-Tucker-based stability conditions for systems with saturation	2002-07-21	Paper
Comparison of nonlinear control design techniques on a model of the Caltech ducted fan	2002-04-29	Paper
https://portal.mardi4nfdi.de/entity/Q2779364	2002-04-15	Paper
A new approach to stability analysis for constrained finite receding horizon control without end constraints	2001-08-05	Paper
A framework for robustness analysis of constrained finite receding horizon control	2001-08-05	Paper
Feasibility and stability of constrained finite receding horizon control	2001-03-01	Paper
A receding horizon generalization of pointwise min-norm controllers	2000-10-17	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: James A. Primbs