Determination of Profit Quantification on Kelly Betting Based on Relative Entropy-Reference-Cited by-同舟云学术

Determination of Profit Quantification on Kelly Betting Based on Relative Entropy

Published:2021-04-12 Issue:4 Volume:18 Page:468-483
ISSN:1684-3703
Container-title:Quality Technology & Quantitative Management
language:en
Short-container-title:Quality Technology & Quantitative Management

Author:

Wu Mu-En¹,Lee Chia-Jung²^ORCID,Chung Wei-Ho³^ORCID,Yang Dong-Yuh⁴

Affiliation:

1. Department of Information and Finance Management, National Taipei University of Technology, Taipei, Taiwan

2. School of Big Data Management, Soochow University, Taipei, Taiwan

3. Department of Electrical Engineering, National Tsing Hua University,Hsinchu, Taiwan

4. Institute of Information and Decision Sciences, National Taipei University of Business, Taipei, Taiwan

Funder

Ministry of Science and Technology, Taiwan

Publisher

Informa UK Limited

Subject

Management of Technology and Innovation,Information Systems and Management,Management Science and Operations Research,Industrial relations,Business and International Management

Link

https://www.tandfonline.com/doi/pdf/10.1080/16843703.2021.1903668

Reference30 articles.

1. Optimal Betting Under Parameter Uncertainty: Improving the Kelly Criterion

2. An Effective Approach for Obtaining a Group Trading Strategy Portfolio Using Grouping Genetic Algorithm

3. A GGA-based Algorithm for Group Trading Strategy Portfolio Optimization

4. A Sophisticated Optimization Algorithm for Obtaining a Group Trading Strategy Portfolio and Its Stop-Loss and Take-Profit Points

5. Making Profit in a Prediction Market

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