Can I read Rewritten Paper on EtoBox?

Rewritten Paper by Subhodeep Saha is a document available to read on EtoBox.

What is Rewritten Paper about?

The document discusses the limitations of the Kelly criterion in sequential decision-making under compound Poisson arrivals, proving that the common approximation of the ruin boundary is only valid in small-bet scenarios. It introduces a three-parameter framework (arrival intensity, classifier accuracy, and payoff asymmetry) that governs various decision problems, providing a unified approach to trading, medical screening, and hiring. The paper also presents a parameter simplex for diagnosing failure modes

Author

Subhodeep Saha

Language

EN