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Ting-Kam Leonard Wong

19 papers hereh-index 141k citations41 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • first author2
  • middle author4
  • last author11

Across the 19 of 19 papers where every author was matched, so the position is known.

fields
  • math.PR8
  • q-fin.MF3
  • math.DG2
  • cs.IT1
  • cs.LG1
  • math.AP1
same name
  • Ting-Kam Leonard Wong — 7 papers, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20162025
most citedCover's universal portfolio, stochastic portfolio theory and the numeraire portfolio

3 citations · 10 across the 10 of their papers we have counts for

collaborators
Showing math.APShow all

1 paper · 1 filter

math.AP2024

JKO schemes with general transport costs

Cale Rankin, Ting-Kam Leonard Wong

We modify the JKO scheme, which is a time discretization of Wasserstein gradient flows, by replacing the Wasserstein distance with more general transport costs on manifolds. We sho…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.