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> The problem and solution appear to come from Thomas Cover. I don’t recall this specific example, but I learned about the Kelly criterion in a class that Thom
by amluto 2y ago
> The problem and solution appear to come from Thomas Cover.
I don’t recall this specific example, but I learned about the Kelly criterion in a class that Thomas Cover taught. He was one of my favorite teachers, and any discussion with him was guaranteed to be interesting and worthwhile. RIP.
- kqr 2y agoHe's contributed a lot of interesting papers in this area too -- some of them make up a significant chunk of the book on the Kelly criterion!