James A. Primbs

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

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