ENTITY Kelly

Kelly

PulseAugur coverage of Kelly — every cluster mentioning Kelly across labs, papers, and developer communities, ranked by signal.

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RESEARCH · CL_08244 · Apr 28 · 06:41

New paper characterizes optimal betting wealth growth rate in Kelly games

This paper characterizes the optimal rate of wealth growth in a Kelly betting game when betting against a null hypothesis but drawing data from an alternative. The authors prove this rate equals a specific limit involvi…