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Ting-Kam Leonard Wong
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Cited by
Year
Scalable gradients for stochastic differential equations
X Li, TKL Wong, RTQ Chen, D Duvenaud
International Conference on Artificial Intelligence and Statistics, 3870-3882, 2020
2682020
Exponentially concave functions and a new information geometry
S Pal, TKL Wong
The Annals of Probability 46 (2), 1070-1113, 2018
1092018
The geometry of relative arbitrage
S Pal, TKL Wong
Mathematics and Financial Economics 10, 263-293, 2016
642016
Scalable gradients and variational inference for stochastic differential equations
X Li, TKL Wong, RTQ Chen, DK Duvenaud
Symposium on Advances in Approximate Bayesian Inference, 1-28, 2020
562020
Logarithmic divergences from optimal transport and Rényi geometry
TKL Wong
Information Geometry 1 (1), 39-78, 2018
492018
Optimization of relative arbitrage
TKL Wong
Annals of Finance 11, 345-382, 2015
382015
Energy, entropy, and arbitrage
S Pal, TKL Wong
arXiv preprint arXiv:1308.5376, 2013
382013
Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio
C Cuchiero, W Schachermayer, TKL Wong
Mathematical Finance 29 (3), 773-803, 2019
312019
Information geometry in portfolio theory
TKL Wong
Geometric Structures of Information, 105-136, 2019
24*2019
Random walks and induced Dirichlet forms on self-similar sets
SL Kong, KS Lau, TKL Wong
Advances in Mathematics 320, 1099-1134, 2017
232017
Multiplicative Schrödinger problem and the Dirichlet transport
S Pal, TKL Wong
Probability Theory and Related Fields 178 (1), 613-654, 2020
222020
Pseudo-Riemannian geometry encodes information geometry in optimal transport
TKL Wong, J Yang
Information Geometry 5 (1), 131-159, 2022
20*2022
Universal portfolios in stochastic portfolio theory
TKL Wong
arXiv preprint arXiv:1510.02808, 2015
182015
Tsallis and Rényi deformations linked via a new λ-duality
TKL Wong, J Zhang
IEEE Transactions on Information Theory, 2022
162022
Functional portfolio optimization in stochastic portfolio theory
S Campbell, TK Leonard Wong
SIAM Journal on Financial Mathematics 13 (2), 576-618, 2022
162022
Time-consistent conditional expectation under probability distortion
J Ma, TKL Wong, J Zhang
Mathematics of Operations Research, 2021
162021
Volatility harvesting in theory and practice
P Bouchey, V Nemtchinov, TKL Wong
The Journal of Wealth Management 18 (3), 89-100, 2015
162015
Logarithmic divergences: geometry and interpretation of curvature
TKL Wong, J Yang
Geometric Science of Information: 4th International Conference, GSI 2019 …, 2019
122019
λ-Deformation: a canonical framework for statistical manifolds of constant curvature
J Zhang, TKL Wong
Entropy 24 (2), 193, 2022
62022
Random concave functions
P Baxendale, TKL Wong
The Annals of Applied Probability 32 (2), 812-852, 2022
42022
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Articles 1–20