Ting-Kam Leonard Wong
Ting-Kam Leonard Wong
Verified email at utoronto.ca - Homepage
Title
Cited by
Cited by
Year
Exponentially concave functions and a new information geometry
S Pal, TKL Wong
The Annals of Probability 46 (2), 1070-1113, 2018
372018
The geometry of relative arbitrage
S Pal, TKL Wong
Mathematics and Financial Economics 10 (3), 263-293, 2016
322016
Energy, entropy, and arbitrage
S Pal, TKL Wong
arXiv preprint arXiv:1308.5376, 2013
292013
Optimization of relative arbitrage
TKL Wong
Annals of Finance 11 (3-4), 345-382, 2015
232015
Logarithmic divergences from optimal transport and Rényi geometry
TKL Wong
Information Geometry 1 (1), 39-78, 2018
162018
Random walks and induced Dirichlet forms on self-similar sets
SL Kong, KS Lau, TKL Wong
Advances in Mathematics 320, 1099-1134, 2017
162017
Volatility harvesting in theory and practice
P Bouchey, V Nemtchinov, TKL Wong
The Journal of Wealth Management 18 (3), 89-100, 2015
102015
Universal portfolios in stochastic portfolio theory
TKL Wong
arXiv preprint arXiv:1510.02808, 2015
102015
Scalable Gradients for Stochastic Differential Equations
X Li, TKL Wong, RTQ Chen, D Duvenaud
International Conference on Artificial Intelligence and Statistics, 2020
72020
Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio
C Cuchiero, W Schachermayer, TKL Wong
Mathematical finance 29 (3), 773-803, 2019
72019
Time-consistent conditional expectation under probability distortion
J Ma, TKL Wong, J Zhang
arXiv preprint arXiv:1809.08262, 2018
62018
On portfolios generated by optimal transport
TKL Wong
arXiv preprint arXiv:1709.03169, 2017
62017
Information geometry in portfolio theory
TKL Wong
Geometric Structures of Information, 105-136, 2019
52019
Multiplicative Schrödinger problem and the Dirichlet transport
S Pal, TKL Wong
arXiv preprint arXiv:1807.05649, 2018
52018
Optimal transport and information geometry
TKL Wong, J Yang
arXiv preprint arXiv:1906.00030, 2019
22019
RelValAnalysis: Relative Value Analysis
TKL Wong
R package version 1, 2014
22014
Logarithmic divergences: geometry and interpretation of curvature
TKL Wong, J Yang
International Conference on Geometric Science of Information, 413-422, 2019
12019
Random concave functions
P Baxendale, TKL Wong
arXiv preprint arXiv:1910.13668, 2019
2019
Random walks and induced Dirichlet forms on compact spaces of homogeneous type
SL Kong, KS Lau, TKL Wong
arXiv preprint arXiv:1804.02646, 2018
2018
Geometry and Optimization of Relative Arbitrage
TKL Wong
2016
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Articles 1–20