Predictive control strategies for investment portfolio in the financial market with hidden regime switching

Vestnik Tomskogo gosudarstvennogo universiteta Upravlenie vychislitel naya tekhnika i informatika ◽

10.17223/19988605/50/1 ◽

2020 ◽

pp. 4-13

Author(s):

Tatiana Yu. Pashinskaya ◽

◽

Vladimir V. Dombrovskii

Keyword(s):

Financial Market ◽

Predictive Control ◽

Regime Switching ◽

Control Strategies ◽

Investment Portfolio

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Predictive Control of Investment Portfolio on the Financial Market with Hidden Regime Switching and MS VAR Model of Returns

Automation and Remote Control ◽

10.1134/s0005117921050088 ◽

2021 ◽

Vol 82 (5) ◽

pp. 841-852

Author(s):

T. Yu. Pashinskaya ◽

V. V. Dombrovskii

Keyword(s):

Financial Market ◽

Predictive Control ◽

Regime Switching ◽

Var Model ◽

Investment Portfolio

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Portfolio optimization in the financial market with regime switching under constraints and transaction costs using model predictive control

2015 European Control Conference (ECC) ◽

10.1109/ecc.2015.7331055 ◽

2015 ◽

Author(s):

Vladimir Dombrovskii ◽

Tatyana Obedko

Keyword(s):

Model Predictive Control ◽

Transaction Costs ◽

Portfolio Optimization ◽

Financial Market ◽

Predictive Control ◽

Regime Switching

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Feedback predictive control strategies for investment in the financial market with serially correlated returns subject to constraints and trading costs

Optimal Control Applications and Methods ◽

10.1002/oca.2296 ◽

2017 ◽

Vol 38 (6) ◽

pp. 908-921 ◽

Cited By ~ 2

Author(s):

Vladimir Dombrovskii ◽

Tatiana Obedko

Keyword(s):

Financial Market ◽

Predictive Control ◽

Control Strategies ◽

Trading Costs

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Dynamic Control of the Investment Portfolio in the Jump-Diffusion Financial Market with Regime Switching

Automation and Remote Control ◽

10.1007/s10513-005-0127-9 ◽

2005 ◽

Vol 66 (5) ◽

pp. 837-850 ◽

Cited By ~ 6

Author(s):

V. A. Gal’perin ◽

V. V. Dombrovsky ◽

E. N. Fedosov

Keyword(s):

Financial Market ◽

Regime Switching ◽

Dynamic Control ◽

Jump Diffusion ◽

Investment Portfolio

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Predictive control strategies for investment portfolio subject to constraints and trading costs

Vestnik Tomskogo gosudarstvennogo universiteta Upravlenie vychislitel naya tekhnika i informatika ◽

10.17223/19988605/35/1 ◽

2016 ◽

pp. 4-12 ◽

Cited By ~ 1

Author(s):

Vladimir V. Dombrovskii ◽

◽

Tatyana M. Larina

Keyword(s):

Predictive Control ◽

Control Strategies ◽

Trading Costs ◽

Investment Portfolio

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A comparison of predictive control strategies for a highly segmented injection mold tempering

Polymer ◽

10.1016/j.polymer.2021.123494 ◽

2021 ◽

Vol 218 ◽

pp. 123494

Author(s):

Ch. Hopmann ◽

C.E. Kahve ◽

M. Schmitz ◽

M. Röbig

Keyword(s):

Predictive Control ◽

Control Strategies ◽

Injection Mold

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Multiparametric model predictive control strategies of the hypnotic component in intravenous anesthesia

2016 IEEE International Conference on Systems, Man, and Cybernetics (SMC) ◽

10.1109/smc.2016.7844668 ◽

2016 ◽

Cited By ~ 1

Author(s):

Ioana Nascu ◽

Efstratios N. Pistikopoulos

Keyword(s):

Model Predictive Control ◽

Predictive Control ◽

Control Strategies ◽

Intravenous Anesthesia

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Predictive control in matrix converters — Part II: Control strategies, weaknesses and trends

2016 IEEE International Conference on Industrial Technology (ICIT) ◽

10.1109/icit.2016.7474907 ◽

2016 ◽

Cited By ~ 5

Author(s):

M. Rivera ◽

P. Wheeler ◽

A. Olloqui

Keyword(s):

Predictive Control ◽

Control Strategies ◽

Matrix Converters

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Comparative study of predictive control strategies at fixed switching frequency for an asymmetrical six-phase induction motor drive

2017 IEEE International Electric Machines and Drives Conference (IEMDC) ◽

10.1109/iemdc.2017.8002121 ◽

2017 ◽

Cited By ~ 9

Author(s):

Magno Ayala ◽

Jorge Rodas ◽

Raul Gregor ◽

Jesus Doval-Gandoy ◽

Osvaldo Gonzalez ◽

...

Keyword(s):

Comparative Study ◽

Induction Motor ◽

Predictive Control ◽

Control Strategies ◽

Motor Drive ◽

Switching Frequency ◽

Induction Motor Drive

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Rule predictive control and model predictive control strategies for Recurrent Fuzzy Systems

2014 European Control Conference (ECC) ◽

10.1109/ecc.2014.6862215 ◽

2014 ◽

Author(s):

Stefan Gering ◽

Jurgen Adamy

Keyword(s):

Model Predictive Control ◽

Predictive Control ◽

Fuzzy Systems ◽

Control Strategies

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