Optimal Betting Under Parameter Uncertainty: Improving the Kelly Criterion

Rose D. Baker; Ian G. McHale

doi:10.1287/deca.2013.0271

Optimal Betting Under Parameter Uncertainty: Improving the Kelly Criterion

Decision Analysis ◽

10.1287/deca.2013.0271 ◽

2013 ◽

Vol 10 (3) ◽

pp. 189-199 ◽

Cited By ~ 9

Author(s):

Rose D. Baker ◽

Ian G. McHale

Keyword(s):

Parameter Uncertainty ◽

Kelly Criterion

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Do Mutation Rates Match the Kelly Criterion?

Communications of the Blyth Institute ◽

10.33014/issn.2640-5652.2.1.bartlett.2 ◽

2020 ◽

Vol 2 (1) ◽

pp. 31

Author(s):

Jonathan Bartlett

Keyword(s):

Mutation Rates ◽

Kelly Criterion

The Kelly Criterion defines an optimal betting strategy for games that have a defined risk and payoff. This letter explores the question of if this can be used as a methodology for analyzing mutation rates.

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Robust Linear Quadratic Designs with Respect to Parameter Uncertainty

1992 American Control Conference ◽

10.23919/acc.1992.4792675 ◽

1992 ◽

Cited By ~ 1

Author(s):

Joel Douglas ◽

Michael Athans

Keyword(s):

Parameter Uncertainty ◽

Linear Quadratic

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A case study of distribution network reliability evaluation with parameter uncertainty

Electrical Engineering and Information Technology ◽

10.2495/ceeit140031 ◽

2014 ◽

Author(s):

Jianlin Yang ◽

Yijiang Wang ◽

Yingjun Wu ◽

Haibo Hu ◽

Shiyan Zuo

Keyword(s):

Parameter Uncertainty ◽

Network Reliability ◽

Distribution Network ◽

Reliability Evaluation

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Is Seeing Believing? Parameter Uncertainty and Security Analysts' Over- and Underreaction

SSRN Electronic Journal ◽

10.2139/ssrn.1108773 ◽

2008 ◽

Author(s):

Shingo Goto ◽

Walter N. Torous ◽

Juhani T. Linnainmaa

Keyword(s):

Parameter Uncertainty ◽

Security Analysts

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Risk, Parameter Uncertainty, and Incentives

SSRN Electronic Journal ◽

10.2139/ssrn.1569690 ◽

2010 ◽

Author(s):

Si Li ◽

Bin Wei ◽

Jianfeng Yu

Keyword(s):

Parameter Uncertainty ◽

Risk Parameter

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Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2988568 ◽

2017 ◽

Cited By ~ 1

Author(s):

Sebastian Sttckl

Keyword(s):

Stock Returns ◽

Parameter Uncertainty

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Kelly Criterion under Model Uncertainty

SSRN Electronic Journal ◽

10.2139/ssrn.3677659 ◽

2020 ◽

Author(s):

Yuhong Xu

Keyword(s):

Model Uncertainty ◽

Kelly Criterion

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Corporate Credit Spreads under Parameter Uncertainty

SSRN Electronic Journal ◽

10.2139/ssrn.884100 ◽

2009 ◽

Cited By ~ 11

Author(s):

Arthur G. Korteweg ◽

Nick Polson

Keyword(s):

Parameter Uncertainty ◽

Credit Spreads ◽

Corporate Credit

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Engineering performance of two analytical methodologies for estimating modal parameter uncertainty for structures

Structural Control and Health Monitoring ◽

10.1002/stc.2752 ◽

2021 ◽

Author(s):

Liang Su ◽

Xin Huang ◽

Jing‐quan Zhang ◽

James Michael LaFave

Keyword(s):

Parameter Uncertainty ◽

Modal Parameter

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Robust adaptive backstepping design for course-keeping control of ship with parameter uncertainty and input saturation

2011 International Conference of Soft Computing and Pattern Recognition (SoCPaR) ◽

10.1109/socpar.2011.6089096 ◽

2011 ◽

Cited By ~ 12

Author(s):

Junfang Li ◽

Tieshan Li ◽

Zhongzhou Fan ◽

Renxiang Bu ◽

Qiang Li ◽

...

Keyword(s):

Parameter Uncertainty ◽

Input Saturation ◽

Backstepping Design ◽

Adaptive Backstepping ◽

Robust Adaptive ◽

Adaptive Backstepping Design

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