Ting-Kam Leonard Wong

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First introduced by Fernholz in stochastic portfolio theory, functionally generated portfolio allows its investment performance to be attributed to directly observable and easily interpretable market quantities. In previous works we showed that Fernholz’s multiplicatively generated portfolios have deep connections with optimal transport and the information(More)
When ultrasound became a clinical reality in the 1970s, extended field of view was the only form of imaging available because all ultrasound images were created with articulated arm scanners that encompassed the area of interest in its entirety. With the advent of high-quality real-time imaging in the 1980s, the extended field of view was lost, and with it(More)
Abstract. A function is exponentially concave if its exponential is concave. We consider exponentially concave functions on the unit simplex. It is known that gradient maps of exponentially concave functions are solutions of a MongeKantorovich optimal transport problem and allow for a better gradient approximation than those of ordinary concave functions.(More)
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