Ting-Kam Leonard Wong
- Scalable Gradients for Stochastic Differential Equations
2020/01/05 by Xuechen Li, Ting-Kam Leonard Wong, Li, Xuechen +5 · 1 voice · 43 citations
Computer Science · Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Numerical Analysis (math.NA) #cs.LG #math.NA #stat.ML
- The geometry of relative arbitrage
2014/02/15 by Soumik Pal, Ting-Kam Leonard Wong, Pal, Soumik +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Economics and business #FOS: Mathematics #Portfolio Management (q-fin.PM) #Probability (math.PR) #math.PR #q-fin.PM
- A mathematical study of the excess growth rate
2025/10/29 by Steven Campbell, Ting-Kam Leonard Wong, Campbell, Steven +1 · 1 voice
Computer Science · Economics, Econometrics and Finance · Mathematics · #60F10 #62B10 #91G10 #91G80 #94A15 #94A17 #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Information Theory (cs.IT) #Mathematical Finance (q-fin.MF) #Portfolio Management (q-fin.PM) #Probability (math.PR) #cs.IT #math.PR #q-fin.MF #q-fin.PM