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Kelly Criterion: From a Simple Random Walk to Lévy Processes.
Sergey V. Lototsky
Austin Pollok
Published in:
SIAM J. Financial Math. (2021)
Keyphrases
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random walk
markov chain
directed graph
link prediction
transition probabilities
spectral methods
flow graph
transition probability matrix
markov random walk
machine learning
search algorithm
nodes of a graph