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Analysis of Kelly betting on finite repeated games

  • Published:2020-05 Issue: Volume:373 Page:125028
  • ISSN:0096-3003
  • Container-title:Applied Mathematics and Computation
  • language:en
  • Short-container-title:Applied Mathematics and Computation

Author:

Wu Mu-En,Tsai Hui-Huang,Chung Wei-Ho,Chen Chien-Ming

Funder

Ministry of Science and Technology

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference28 articles.

1. J. L. Kelly, "A new interpretation of information rate," Bell Syst. Tech. J.35 (4): 917–926.

2. Understanding the Kelly criterion;Thorp,2010

3. The Kelly criterion in blackjack sports betting and the stock market;Thorp,2006

4. Beat the Dealer: A Winning Strategy for the Game of Twenty-One Mass Market Paperback;Thorp,1966

5. On Kelly betting: some limitations;Hsieh,2015

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1. A Dynamic Kelly Criterion for Games with a Maximum Payout;The American Mathematical Monthly;2024-05-28

2. On Frequency-Based Log-Optimal Portfolio With Transaction Costs;IEEE Control Systems Letters;2023

3. Short-Term Forecast Based on Generalized Maximum Correntropy Criterion and Kernel Extreme Learning Machine;Advances in Intelligent Information Hiding and Multimedia Signal Processing;2023

4. Application of ARIMA Time Series Model in Stock Data Prediction;Advances in Intelligent Information Hiding and Multimedia Signal Processing;2023

5. Visualization Analysis of Stock Data Based on Tableau;Advances in Intelligent Information Hiding and Multimedia Signal Processing;2023
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