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Re:Kelly Criterion (2007) by miketery on Monday November 19, 2018 @04:48AM (#18485194)
In such cases what are models that are more effective?
Re:Kelly Criterion (2007) by soVeryTired on Monday November 19, 2018 @05:05AM (#18485268)
I don't know of anything that's guaranteed to be effective out of the box. But as a rule, simpler is better. Any assumptions should be picked apart with a fine-tooth comb and tested for robustness. But in the end, there's not a whole lot that you can do: just cross your fingers and hope.
Re:Kelly Criterion (2007) by iopq on Monday November 19, 2018 @06:56AM (#18485768)
You could probably model something that uses sampled variance less aggressively
Re:Kelly Criterion (2007) by sjg007 on Monday November 19, 2018 @07:41AM (#18485966)
Something bayesian