24 citations · 103 across the 25 of their papers we have counts for
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math.PR2017
How fragile are information cascades?
Yuval Peres, Miklos Z. Racz, Allan Sly +1
It is well known that sequential decision making may lead to information cascades. That is, when agents make decisions based on their private information, as well as observing the…
math.PR2017★ 21 cited
Weighted entropy: basic inequalities
Mark Kelbert, Izabella Stuhl, Yuri Suhov
This paper represents an extended version of an earlier note [10]. The concept of weighted entropy takes into account values of different outcomes, i.e., makes entropy context-depe…
math.PR2017
Weighted entropy and optimal portfolios for risk-averse Kelly investments
Mark Kelbert, Izabella Stuhl, Yuri Suhov
Following a series of works on capital growth investment, we analyse log-optimal portfolios where the return evaluation includes `weights' of different outcomes. The results are tw…