52 citations · 453 across the 41 of their papers we have counts for
Showing 2006 · physics.soc-phShow all
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physics.soc-ph2006★ 13 cited
Geometry of Financial Markets -- Towards Information Theory Model of Markets
Edward W. Piotrowski, Jan Sladkowski
Most of parameters used to describe states and dynamics of financial market depend on proportions of the appropriate variables rather than on their actual values. Therefore, projec…
physics.soc-ph2006★ 4 cited
The matrix rate of return
Anna Zambrzycka, Edward W. Piotrowski
In this paper we give definitions of matrix rates of return which do not depend on the choice of basis describing baskets. We give their economic interpretation. The matrix rate of…
physics.soc-ph2006★ 8 cited
Kelly Criterion revisited: optimal bets
Edward W. Piotrowski, Malgorzata Schroeder
Kelly criterion, that maximizes the expectation value of the logarithm of wealth for bookmaker bets, gives an advantage over different class of strategies. We use projective symmet…