kaname.hirano

Probability

The Probability Distribution of Composites of Normal Random Numbers

For two random numbers that follow a normal distribution, the probability distribution that their sum, product, ratio, etc. follow is shown.
Probability

Extension of the Kelly Criterion in Gambling: Mean-Variance Utility Function

As another variant of the Kelly criterion, we define the utility function in terms of the mean and variance of the assets and consider the problem of maximizing it.
Analysis

Complex Functions and Schrödinger Equation

A short story about the title of the author's book "Complex Functions and the Schrödinger Equation".
Economics

Extension of the Kelly Criterion in Gambling: CRRA-type Utility Function

In this article, we extend the Kelly criterion to a more general utility function (CRRA-type utility function) and explain how to determine a betting portfolio based on a gambler's risk aversion.
Physics

Harmonic Oscillator and Schrödinger Equation

This article explains what kind of probability distribution the Schrödinger equation for the harmonic oscillator expresses, and presents an interpretation of the solution.
Physics

Schrödinger Equation in the Free State

Let us solve the Schrödinger equation to find how the probability distribution of the coordinates at which the electron is detected changes in the free state.
Economics

Pareto Principle

There was apparently an empirical rule that the top 20% of people in a nation account for 80% of the income. This rule is known as the Pareto Principle.
Logic

The Ontological Proof of God Explained through Object Oriented Approach

The subject of this article is to understand Gödel's proof of the existence of God from an object-oriented perspective.
Paper

A Quantum Mechanical Financial Time Series Model

An introduction to the author's paper "A Quantum Mechanical Financial Time Series Model".
Probability

The Kelly Criterion in Gambling

This article will explain the specific calculation method of the Kelly criterion in gambling according to Kelly's paper.