John A. Gubner

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All published works
Action Title Year Authors
+ On Simultaneous Long-Short Stock Trading Controllers with Cross-Coupling 2020 Atul Deshpande
John A. Gubner
B. Ross Barmish
+ On Simultaneous Long-Short Stock Trading Controllers with Cross-Coupling 2020 Atul Deshpande
John A. Gubner
B. Ross Barmish
+ On Simultaneous Long-Short Stock Trading Controllers with Cross-Coupling 2020 Atul Deshpande
John A. Gubner
B. Ross Barmish
+ PDF Chat The Impact of Execution Delay on Kelly-Based Stock Trading: High-Frequency Versus Buy and Hold 2019 Chung-Han Hsieh
B. Ross Barmish
John A. Gubner
+ PDF Chat On Positive Solutions of a Delay Equation Arising When Trading in Financial Markets 2019 Chung-Han Hsieh
B. Ross Barmish
John A. Gubner
+ A Conjecture Involving Positive Solutions of a Simple Scalar Linear Time-Varying State Equation with Delay 2019 Chung-Han Hsieh
B. Ross Barmish
John A. Gubner
+ PDF Chat Rebalancing Frequency Considerations for Kelly-Optimal Stock Portfolios in a Control-Theoretic Framework 2018 Chung-Han Hsieh
John A. Gubner
B. Ross Barmish
+ PDF Chat At What Frequency Should the Kelly Bettor Bet? 2018 Chung-Han Hsieh
B. Ross Barmish
John A. Gubner
+ PDF Chat Kelly betting can be too conservative 2016 Chung-Han Hsieh
B. Ross Barmish
John A. Gubner
+ The Fundamental Theorem of Algebra and the Minimum Modulus Principle 2014 John A. Gubner
+ Basic Properties of Power Series 2014 John A. Gubner
+ Resolving a variable number of hypotheses with multiple sensors 2012 John A. Gubner
Louis L. Scharf
+ On the detection of LRD phenomena 2012 Houssain Kettani
John A. Gubner
+ Least and most favorable distributions for the design of randomly deployed sensor detection systems 2011 Benedito J. B. Fonseca
John A. Gubner
+ Analysis of randomly deployed sensor detection systems under least favorable distributions 2010 Benedito J. B. Fonseca
John A. Gubner
+ Gaussian Quadrature and the Eigenvalue Problem 2009 John A. Gubner
+ A New Formula for Lognormal Characteristic Functions 2006 John A. Gubner
+ Advanced concepts in random processes 2006 John A. Gubner
+ Introduction to random processes 2006 John A. Gubner
+ Cumulative distribution functions and their applications 2006 John A. Gubner
+ Mean convergence and applications 2006 John A. Gubner
+ Gaussian random vectors 2006 John A. Gubner
+ Bivariate random variables 2006 John A. Gubner
+ Statistics 2006 John A. Gubner
+ Bias point selection in the importance sampling monte carlo simulation of systems 2003 J.A. Bucklew
John A. Gubner
+ Performance analysis of hypothesis testing for pairwise interaction point processes 2002 John A. Gubner
Wei-Bin Chang
Majeed M. Hayat
+ A two-step Markov point process 2002 Majeed M. Hayat
John A. Gubner
+ Nonparametric estimation of interaction functions for two-type pairwise interaction point processes 2002 John A. Gubner
Wei-Bin Chang
+ Detection of subspace waveforms in subspace interference and noise 2002 John A. Gubner
Louis L. Scharf
+ PDF Chat Performance analysis of hypothesis testing for sparse pairwise interaction point processes 2000 John A. Gubner
Wei-Bin Chang
Majeed M. Hayat
+ Poisson limits and nonparametric estimation for pairwise interaction point processes 2000 Wei-Bin Chang
John A. Gubner
+ Poisson limits and nonparametric estimation for pairwise interaction point processes 2000 Wei-Bin Chang
John A. Gubner
+ PDF Chat Asymptotic distributions for the performance analysis of hypothesis testing of isolated-point-penalization point processes 1999 Majeed M. Hayat
John A. Gubner
Shymaa M. Abdullah
+ Computation of Shot-Noise Probability Distributions and Densities 1996 John A. Gubner
+ Wavelet transforms for discrete-time periodic signals 1995 John A. Gubner
Wei-Bin Chang
+ A new series for approximating Voigt functions 1994 John A. Gubner
+ Quantum-limited image detection 1991 R.E. Sequeira
John A. Gubner
Bahaa E. A. Saleh
+ PDF Chat Bounding functions of Markov processes and the shortest queue problem 1989 John A. Gubner
B. Gopinath
S. R. S. Varadhan
+ PDF Chat Bounding functions of Markov processes and the shortest queue problem 1989 John A. Gubner
B. Gopinath
S. R. S. Varadhan
+ PDF Chat Estimation of the Rate of a Discrete-Time Multivariate Point Process 1985 John A. Gubner
Prakash Narayan
Common Coauthors
Commonly Cited References
Action Title Year Authors # of times referenced
+ A nonparametric estimator for pairwise-interaction point processes 1987 Peter J. Diggle
D. J. Gates
Alyson Stibbard
5
+ On Parameter Estimation for Pairwise Interaction Point Processes 1994 Peter J. Diggle
Thomas Fiksel
Pavel Grabarnik
Yosihiko Ogata
Dietrich Stoyan
Masaharu Tanemura
5
+ Stochastic approximation of the MLE for a spatial point pattern 1991 Rana Moyeed
Adrian Baddeley
4
+ PDF Chat On Kelly betting: Some limitations 2015 Chung-Han Hsieh
B. Ross Barmish
4
+ Poisson limits and nonparametric estimation for pairwise interaction point processes 2000 Wei-Bin Chang
John A. Gubner
4
+ Random Point Processes in Time and Space 1991 Donald L. Snyder
Michael I. Miller
4
+ Simulation Procedures and Likelihood Inference for Spatial Point Processes 1994 Charles J. Geyer
Jesper Møller
4
+ PDF Chat Kelly betting can be too conservative 2016 Chung-Han Hsieh
B. Ross Barmish
John A. Gubner
4
+ A note on Strauss's model for clustering 1976 F. P. Kelly
B. D. REPLEY
4
+ A New Interpretation of Information Rate 1956 J. L. Kelly
4
+ Estimation of interaction potentials of spatial point patterns through the maximum likelihood procedure 1981 Yosihiko Ogata
Masaharu Tanemura
4
+ On interpoint distances for planar Poisson cluster processes 1983 Richard J. Kryscio
Roy Saunders
3
+ Nearest-Neighbour Markov Point Processes and Random Sets 1989 Adrian Baddeley
Jesper Møller
Jesper Møller
3
+ PDF Chat At What Frequency Should the Kelly Bettor Bet? 2018 Chung-Han Hsieh
B. Ross Barmish
John A. Gubner
3
+ Likelihood Analysis of Spatial Point Patterns 1984 Yosihiko Ogata
Masaharu Tanemura
3
+ Complex Variables and Applications. 1961 F. Haas
R. V. Churchill
3
+ On a General Class of Models for Interaction 1986 David Strauss
3
+ An upper bound for multi-channel queues 1977 Ronald W. Wolff
2
+ A Simple Proof of the Formula ∑ ∞ k = 1 = π 2 /6 1973 Ioannis Papadimitriou
2
+ Orthogonal Polynomials 2004 Walter Gautschi
2
+ Computation of Shot-Noise Probability Distributions and Densities 1996 John A. Gubner
2
+ A two-step Markov point process 2002 Majeed M. Hayat
John A. Gubner
2
+ Rates of Poisson convergence for <i>U</i>-statistics 1979 Timothy C. Brown
Bernard W. Silverman
2
+ PDF Chat Rebalancing Frequency Considerations for Kelly-Optimal Stock Portfolios in a Control-Theoretic Framework 2018 Chung-Han Hsieh
John A. Gubner
B. Ross Barmish
2
+ Convergence of Probability Measures. 1969 J. F. C. Kingmán
P. Billingsley
2
+ PDF Chat A Generalized Framework for Simultaneous Long-Short Feedback Trading 2020 Joseph D. O’Brien
Mark E. Burke
Kevin Burke
2
+ PDF Chat On inefficiency of markowitz-style investment strategies when drawdown is important 2017 Chung-Han Hsieh
B. Ross Barmish
2
+ The Series Σ&lt;sup&gt;∞&lt;/sup&gt;&lt;sub&gt;k = 1&lt;/sub&gt;k&lt;sup&gt;-s&lt;/sup&gt;, s = 2,3,4,⋯, Once More 1974 E. L. Stark
2
+ PDF Chat Convergence of Probability Measures 1999 Patrick Billingsley
2
+ Principles of mathematical analysis 1964 Walter Rudin
2
+ Radioactive source detection by sensor networks 2005 S. Brennan
A.M. Mielke
David C. Torney
2
+ A Basic Dynamic Routing Problem and Diffusion 1978 G.J. Foschini
J. Salz
2
+ PDF Chat A Generalization of the Robust Positive Expectation Theorem for Stock Trading via Feedback Control 2018 Atul Deshpande
B. Ross Barmish
2
+ Amplitude Distribution of Shot Noise 1960 E. N. Gilbert
H. O. Pollak
1
+ The numerical computation of the Voigt function by a corrected midpoint quadrature rule for (−∞,∞) 1991 Frank G. Lether
Paul Wenston
1
+ PDF Chat Wavelets and signal processing 1991 Olivier Rioul
Martin Vetterli
1
+ PDF Chat A Generalization of the Gamma Distribution 1962 E. W. Stacy
1
+ PDF Chat Wavelet transforms versus Fourier transforms 1993 Gilbert Strang
1
+ PDF Chat Convergence of grand canonical Gibbs measures 1984 David Klein
1
+ Real and Complex Analysis. 1987 G. A. Garreau
Walter Rudin
1
+ PDF Chat A Robust Version of the Probability Ratio Test 1965 Peter J. Huber
1
+ <i>The Fractal Geometry of Nature</i> 1983 Benoît B. Mandelbrot
John Wheeler
1
+ Poisson limits for a hard-core clustering model 1981 Roy Saunders
Richard J. Kryscio
Gerald M. Funk
1
+ Markov Point Processes 1977 B. D. Ripley
F. P. Kelly
1
+ Statistical signal processing : detection, estimation, and time series analysis 1991 Louis L. Scharf
Cédric Demeure
1
+ PDF Chat Fast algorithms for discrete and continuous wavelet transforms 1992 Olivier Rioul
Pierre Duhamel
1
+ Mathematics for the Physical Sciences 1963 Herbert S. Wilf
Albert A. Mullin
1
+ Wavelet transforms associated with finite cyclic groups 1993 G. Caire
Robert L. Grossman
H. Vincent Poor
1
+ PDF Chat On the Representation of Operators in Bases of Compactly Supported Wavelets 1992 Gregory Beylkin
1
+ PDF Chat Optimal strategies for repeated games 1981 Mark Finkelstein
Robert Whitley
1