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A. Rousselot

Centre National de la Recherche ScientifiqueORCID 0009-0003-2910-3732Unclaimed ORCID profile · follow to get notified of new preprints

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A. Rousselot1 paper

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Approach:statistical model· 1

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David LacosteiD· 1 shared Luis DinísiD· 1 shared Rami PugatchiD· 1 shared S. Cavallero· 1 shared

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David LacosteORCID

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1 paper

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BiophysicsPhysica A Statistical Mechanics and its ApplicationsPeer-reviewedDec 26, 2024

The trade-off between growth and risk in Kelly's gambling and beyond

S. Cavallero, A. Rousselot, Rami Pugatch…·David Lacoste

The paper generalizes Kelly's gambling model to non-diagonal odds matrices, deriving a risk-growth trade-off and linking it to a game-theoretic formulation.

4 citations

statistical model

𝕏 PostBluesky