Price discovery in the US stock and stock options markets: A portfolio approach
R Holowczak, YE Simaan, L Wu - Review of Derivatives Research, 2006 - Springer
Option prices vary with not only the underlying asset price, but also volatilities and higher
moments. In this paper, we use a portfolio of options to seclude the value change of the …
moments. In this paper, we use a portfolio of options to seclude the value change of the …
[BOOK][B] Portfolio selection and capital asset pricing for a class of non-spherical distributions of assets returns
YE Simaan - 1987 - search.proquest.com
The joint distribution that describes the return generating process here is modeled to
distinguish between two aspects of portfolio risk by breaking down the variance of the portfolio …
distinguish between two aspects of portfolio risk by breaking down the variance of the portfolio …
An investigation of the intrinsic force sensing capabilities of continuum robots
This paper presents the theoretical analysis and the experimental validation of the force sensing
capabilities of continuum robots. These robots employ superelastic NiTi backbones and …
capabilities of continuum robots. These robots employ superelastic NiTi backbones and …
A new strategy for control of tandem cold metal rolling
J Pittner, MA Simaan - 2007 American Control Conference, 2007 - ieeexplore.ieee.org
… , ye∈R p (p=14) is a vector whose elements are the measured (or estimated) elements of y,
ϕ y … hout1e(y1e ) indicates that the variable hout1e is represented by element 1 of vector ye. …
ϕ y … hout1e(y1e ) indicates that the variable hout1e is represented by element 1 of vector ye. …
Choice of handedness and automated suturing for anthropomorphic dual-arm surgical robots
J Ding, N Simaan - Robotica, 2015 - cambridge.org
… at any time, they impart position constraints on point e such that the needle is left with four
DoFs: three rotation DoFs about e, and instantaneous sliding of e with respect to e along ye. …
DoFs: three rotation DoFs about e, and instantaneous sliding of e with respect to e along ye. …
An optimal control method for improvement in tandem cold metal rolling
J Pittner, MA Simaan - 2007 IEEE Industry Applications Annual …, 2007 - ieeexplore.ieee.org
… Pittsburgh, PA 15261 USA jpittner@engr.pitt.edu; simaan@engr.pitt.edu … output vector y,
ye∈R … hout1e(y1e ) indicates that the variable hout1e is represented by element 1 of vector ye. …
ye∈R … hout1e(y1e ) indicates that the variable hout1e is represented by element 1 of vector ye. …
Optimum feedback controller design for tandem cold metal rolling
J Pittner, MA Simaan - IFAC Proceedings Volumes, 2008 - Elsevier
… Our objective is to build on our previous results (Pittner and Simaan, 2006, 2004) to fully
develop this new method and investigate its theoretical and applied aspects. The evaluation of …
develop this new method and investigate its theoretical and applied aspects. The evaluation of …
Suturing in confined spaces: constrained motion control of a hybrid 8-DoF robot
We present our work on developing and testing the high-level control for a future telerobotic
system for minimally invasive surgery of the throat and upper airways. As a test-bed for these …
system for minimally invasive surgery of the throat and upper airways. As a test-bed for these …
Mill control system and method for control of metal strip rolling
M Simaan, J Pittner - 2015 - stars.library.ucf.edu
… measurable, ye is a vector whose elements may be used in the thickness and tension trims.
Block 76 (labeled coy) represents a processing 10 module configured to generate vector Ye· …
Block 76 (labeled coy) represents a processing 10 module configured to generate vector Ye· …
Controller for improving the quality of the tandem rolling of hot metal strip
J Pittner, MA Simaan - Proceedings of the 2010 American …, 2010 - ieeexplore.ieee.org
… Each element of the state vector x is measurable, ym represents the measurable elements
of the output vector y, ye is a vector whose elements are the measured (or estimated) …
of the output vector y, ye is a vector whose elements are the measured (or estimated) …