"A Generalization of the Classical Kelly Betting Formula to the Case of ..."

Joseph D. O'Brien et al. (2021)

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DOI: 10.1109/LCSYS.2020.3004029

access: closed

type: Journal Article

metadata version: 2020-07-31

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  - journals/csysl/OBrienBBB21
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  - https://dblp.org/rec/journals/csysl/OBrienBBB21
Joseph D. O'Brien, Kevin Burke, Mark E. Burke, B. Ross Barmish:
A Generalization of the Classical Kelly Betting Formula to the Case of Temporal Correlation. IEEE Control. Syst. Lett. 5(2): 623-628 (2021)

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