Ting-Kam Leonard Wong

Available identifiers

zbMath Open wong.ting-kam-leonardMaRDI QIDQ300839

List of research outcomes

Publication	Date of Publication	Type
Conformal mirror descent with logarithmic divergences	2024-01-16	Paper
Bregman-Wasserstein divergence: geometry and applications	2023-02-11	Paper
Tsallis and Rényi Deformations Linked via a New λ-Duality	2022-08-19	Paper
Pseudo-Riemannian geometry encodes information geometry in optimal transport	2022-07-20	Paper
Functional Portfolio Optimization in Stochastic Portfolio Theory	2022-05-31	Paper
Random concave functions	2022-05-06	Paper
Projections with logarithmic divergences	2022-03-22	Paper
Projections with logarithmic divergences	2021-05-08	Paper
Random Walks and Induced Dirichlet Forms on Compact Spaces of Homogeneous Type	2020-12-02	Paper
Multiplicative Schrödinger problem and the Dirichlet transport	2020-09-22	Paper
Logarithmic divergences: geometry and interpretation of curvature	2020-03-10	Paper
Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio	2019-10-31	Paper
Information Geometry in Portfolio Theory	2019-07-10	Paper
Logarithmic divergences from optimal transport and Rényi geometry	2019-01-28	Paper
Exponentially concave functions and a new information geometry	2018-04-24	Paper
Random walks and induced Dirichlet forms on self-similar sets	2017-10-20	Paper
On portfolios generated by optimal transport	2017-09-10	Paper
The geometry of relative arbitrage	2016-06-29	Paper
Optimization of relative arbitrage	2016-01-07	Paper
Universal portfolios in stochastic portfolio theory	2015-10-09	Paper
Energy, entropy, and arbitrage	2013-08-25	Paper
Induced measures of simple random walks on Sierpinski graphs	2010-12-24	Paper
JKO schemes with general transport costs	N/A	Paper
Adapted optimal transport between Gaussian processes in discrete time	N/A	Paper

Research outcomes over time

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