Space for me (& others) to study the Kelly criterion/ Kelly gambling method.
Part of this repo will include a paper used as a final project in a class for scientific computing. The paper is focused on reproducing an example from the CVXR package (for R), and exploring applications.
The other part of this repo will contain some original research into modifications to the Kelly criterion. These changes may contain time constraints, max winning constraints, etc.
Collaborators:
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Levi C. Nicklas
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Xin Wang