Kelly Criterion under Model Uncertainty

2020 ◽  
Author(s):  
Yuhong Xu
2020 ◽  
Vol 2 (1) ◽  
pp. 31
Author(s):  
Jonathan Bartlett

The Kelly Criterion defines an optimal betting strategy for games that have a defined risk and payoff. This letter explores the question of if this can be used as a methodology for analyzing mutation rates.


Sign in / Sign up

Export Citation Format

Share Document