Applied Mathematics Commons^™

Optimal Control Of Vaccination Rate In An Epidemiological Model Of Clostridium Difficile Transmission, Brittany Stephenson

Annual Symposium on Biomathematics and Ecology Education and Research

No abstract provided.

Self-Correcting Kelly Strategies For Skeptical Traders, Aaron C. Brown

International Conference on Gambling & Risk Taking

The Kelly criterion gives the appropriate bet size in idealized situations with known parameters. In financial trading situations parameters are generally unknown and the mathematical assumptions underlying the Kelly proof are not met precisely. Moreover a risk manager typically must cooperate with a trader who may be skeptical about both the Kelly criterion specifically and the concept of mathematical optimization of bet size in general.

This presentation tackles the problem of designing a Kelly-based system for setting trade risk management parameters that is both self-correcting (the system delivers good results even if initial parameter are misestimated or parameters change) and …

Toward Adaptive Control Of Acute Inflammation, Judy D. Day, Seddik M. Djouadi, Ouassim Bara, Gregory L. Zitelli

Biology and Medicine Through Mathematics Conference

No abstract provided.