ARTICLE
|
doi:10.20944/preprints201707.0090.v1
Subject:
Computer Science And Mathematics,
Applied Mathematics
Keywords:
portfolio optimization; Kelly criterion; differential evolution; mean-variance
Online: 31 July 2017 (11:22:09 CEST)
ARTICLE
|
doi:10.20944/preprints202001.0360.v3
Subject:
Computer Science And Mathematics,
Computer Science
Keywords:
Computational Complexity; Information Theory; Machine Learning; Computational Statistics; Kolmogorov-Chaitin Complexity; Kelly criterion
Online: 5 March 2020 (15:06:23 CET)
ARTICLE
|
doi:10.20944/preprints202311.0563.v1
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
stopping times; expectation; finite sequences; non-asymptotic; optimal allocation; Kelly criterion; stable pareto; fat tails; generalized hyperbolic
Online: 8 November 2023 (14:35:34 CET)
ARTICLE
|
doi:10.20944/preprints202007.0710.v1
Subject:
Computer Science And Mathematics,
Artificial Intelligence And Machine Learning
Keywords:
traveling salesman problem; information theory; artificial intelligence; computational complex theory; kolmogorov-complexity; kelly criterion and logarithmic utility
Online: 30 July 2020 (09:08:04 CEST)