| Publication | Date of Publication | Type |
|---|
Conformal mirror descent with logarithmic divergences
Information Geometry | 2024-01-16 | Paper |
| Bregman-Wasserstein divergence: geometry and applications | 2023-02-11 | Paper |
Tsallis and Rényi Deformations Linked via a New λ-Duality
IEEE Transactions on Information Theory | 2022-08-19 | Paper |
Pseudo-Riemannian geometry encodes information geometry in optimal transport
Information Geometry | 2022-07-20 | Paper |
Functional portfolio optimization in stochastic portfolio theory
SIAM Journal on Financial Mathematics | 2022-05-31 | Paper |
Random concave functions
The Annals of Applied Probability | 2022-05-06 | Paper |
Projections with logarithmic divergences
(available as arXiv preprint) | 2022-03-22 | Paper |
Projections with logarithmic divergences
(available as arXiv preprint) | 2021-05-08 | Paper |
Random walks and induced Dirichlet forms on compact spaces of homogeneous type
Analysis, Probability and Mathematical Physics on Fractals | 2020-12-02 | Paper |
Multiplicative Schrödinger problem and the Dirichlet transport
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2020-09-22 | Paper |
Logarithmic divergences: geometry and interpretation of curvature
(available as arXiv preprint) | 2020-03-10 | Paper |
Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio
Mathematical Finance | 2019-10-31 | Paper |
Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio
Mathematical Finance | 2019-10-31 | Paper |
Information geometry in portfolio theory
Geometric Structures of Information | 2019-07-10 | Paper |
Logarithmic divergences from optimal transport and Rényi geometry
Information Geometry | 2019-01-28 | Paper |
Exponentially concave functions and a new information geometry
The Annals of Probability | 2018-04-24 | Paper |
Exponentially concave functions and a new information geometry
The Annals of Probability | 2018-04-24 | Paper |
Random walks and induced Dirichlet forms on self-similar sets
Advances in Mathematics | 2017-10-20 | Paper |
| On portfolios generated by optimal transport | 2017-09-10 | Paper |
The geometry of relative arbitrage
Mathematics and Financial Economics | 2016-06-29 | Paper |
Optimization of relative arbitrage
Annals of Finance | 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
(available as arXiv preprint) | N/A | Paper |
Adapted optimal transport between Gaussian processes in discrete time
(available as arXiv preprint) | N/A | Paper |
