On Risk Reduction in Kelly Betting Using the Conservative Expected Value.

Napat Rujeerapaiboon B. Ross Barmish Daniel Kuhn

Published in: CDC (2018)

Keyphrases

risk neutral
expected utility
risk management
opportunity cost
risk assessment
risk averse
risk measures
decision making
high risk
imperfect information
data structure
evolutionary algorithm
computer vision
reduction method
extreme values
machine learning
real world