Kelly criterion
Sign in to saveAlso known as Kelly formula
formula for bet sizing that maximise expected value
In the Vinony graph
Vinony's link graph records 39 inbound references to Kelly criterion, and connects out to John Larry Kelly, International Standard Book Number and Warren Buffett.
It sits within the topics 1956 introductions, Formulas and Gambling mathematics.
Vinony links it to 16 Wikipedia language editions.
Wikidata facts
- Instance of
- formula
- Named after
- John Larry Kelly
Show 3 more facts
- discoverer or inventor
- John Larry Kelly
- time of discovery or invention
- 1956-00-00
- maintained by WikiProject
- WikiProject Mathematics
Sources (1)
via Wikidata · CC0
Connections
John Larry Kelly
Entity
International Standard Book Number
Entity
Warren Buffett
Person
gambling
Entity
logarithm
Entity
digital object identifier
Entity
derivative
Entity
Paul Samuelson
Entity
probability theory
Entity
Daniel Bernoulli
Entity
formula
Entity
empty set
Entity
The Economist
Entity
OCLC, Inc.
Entity
PubMed
Entity
Taylor series
Entity
JSTOR
Organization
variance
Entity
arXiv
Entity
geometric mean
Entity