Dataset Groups Activity Stream Application of the Kelly Criterion to Ornstein-Uhlenbeck Processes The dataset used in the paper is a collection of Ornstein-Uhlenbeck processes used to illustrate the Kelly Criterion. BibTex: @dataset{Y_D_Lv_and_B_K_Meister_2024, abstract = {The dataset used in the paper is a collection of Ornstein-Uhlenbeck processes used to illustrate the Kelly Criterion.}, author = {Y. D. Lv and B. K. Meister}, doi = {10.57702/d0edhcoi}, institution = {No Organization}, keyword = {'Kelly Criterion', 'Ornstein-Uhlenbeck Processes', 'Portfolio Optimization'}, month = {dec}, publisher = {TIB}, title = {Application of the Kelly Criterion to Ornstein-Uhlenbeck Processes}, url = {https://service.tib.eu/ldmservice/dataset/application-of-the-kelly-criterion-to-ornstein-uhlenbeck-processes}, year = {2024} }
