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 …

[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 …

An investigation of the intrinsic force sensing capabilities of continuum robots

K Xu, N Simaan - IEEE Transactions on Robotics, 2008 - ieeexplore.ieee.org
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 …

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. …

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. …

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. …

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 …

Suturing in confined spaces: constrained motion control of a hybrid 8-DoF robot

A Kapoor, N Simaan, RH Taylor - ICAR'05. Proceedings., 12th …, 2005 - ieeexplore.ieee.org
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 …

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· …

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) …