Kelly criterion revisited: optimal bets
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References listed on IDEAS
- S. Illeris & G. Akehurst, 2001. "Introduction," The Service Industries Journal, Taylor & Francis Journals, vol. 21(1), pages 1-4, January.
- Edward W. Piotrowski & Jan Sladkowski, "undated". "Geometry of Financial Markets - Towards Information Theory Model of Markets," Departmental Working Papers 26, University of Bialtystok, Department of Theoretical Physics.
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- Piotrowski, Edward W. & Sładkowski, Jan, 2007.
"Geometry of financial markets—Towards information theory model of markets,"
Physica A: Statistical Mechanics and its Applications,
Elsevier, vol. 382(1), pages 228-234.
- Edward W. Piotrowski & Jan Sladkowski, 2006. "Geometry of Financial Markets -- Towards Information Theory Model of Markets," Papers physics/0607236, arXiv.org.
- Edward W. Piotrowski & Jerzy Luczka, "undated". "The relativistic velocity addition law optimizes a forecast gambler's profit," Departmental Working Papers 31, University of Bialtystok, Department of Theoretical Physics.
- Edward W. Piotrowski & Jan Sladkowski & Anna Szczypinska, "undated". "Reinforcement Learning in Market Games," Departmental Working Papers 30, University of Bialtystok, Department of Theoretical Physics.
- Dominic Cortis & Steve Hales & Frank Bezzina, 2013. "Profiting On Inefficiencies In Betting Derivative Markets: The Case Of Uefa Euro 2012," Journal of Gambling Business and Economics, University of Buckingham Press, vol. 7(1), pages 39-51.
- Luo, Yong & Zhu, Bo & Tang, Yong, 2014. "Simulated annealing algorithm for optimal capital growth," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 408(C), pages 10-18.
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Keywords89.65.Gh Economics; econophysics; financial markets; business and management; 89.70.+c Information theory and communication theory;
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