| Scalable gradients for stochastic differential equations X Li, TKL Wong, RTQ Chen, D Duvenaud International Conference on Artificial Intelligence and Statistics, 3870-3882, 2020 | 469 | 2020 |
| Exponentially concave functions and a new information geometry S Pal, TKL Wong The Annals of Probability 46 (2), 1070-1113, 2018 | 128 | 2018 |
| Scalable gradients and variational inference for stochastic differential equations X Li, TKL Wong, RTQ Chen, DK Duvenaud Symposium on Advances in Approximate Bayesian Inference, 1-28, 2020 | 110 | 2020 |
| The geometry of relative arbitrage S Pal, TKL Wong Mathematics and Financial Economics 10 (3), 263-293, 2016 | 72 | 2016 |
| Logarithmic divergences from optimal transport and Rényi geometry TKL Wong Information Geometry 1 (1), 39-78, 2018 | 62 | 2018 |
| Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio C Cuchiero, W Schachermayer, TKL Wong Mathematical Finance 29 (3), 773-803, 2019 | 48 | 2019 |
| Optimization of relative arbitrage TKL Wong Annals of Finance 11 (3), 345-382, 2015 | 40 | 2015 |
| Energy, entropy, and arbitrage S Pal, TKL Wong arXiv preprint arXiv:1308.5376, 2013 | 38 | 2013 |
| Multiplicative Schrödinger problem and the Dirichlet transport S Pal, TKL Wong Probability Theory and Related Fields 178 (1), 613-654, 2020 | 32 | 2020 |
| Information geometry in portfolio theory TKL Wong Geometric Structures of Information, 105-136, 2019 | 28* | 2019 |
| Pseudo-Riemannian geometry encodes information geometry in optimal transport TKL Wong, J Yang Information Geometry 5 (1), 131-159, 2022 | 27* | 2022 |
| Random walks and induced Dirichlet forms on self-similar sets SL Kong, KS Lau, TKL Wong Advances in Mathematics 320, 1099-1134, 2017 | 25 | 2017 |
| Tsallis and Rényi deformations linked via a new λ-duality TKL Wong, J Zhang IEEE Transactions on Information Theory 68 (8), 5353-5373, 2022 | 24 | 2022 |
| Functional portfolio optimization in stochastic portfolio theory S Campbell, TK Leonard Wong SIAM Journal on Financial Mathematics 13 (2), 576-618, 2022 | 24 | 2022 |
| Volatility harvesting in theory and practice P Bouchey, V Nemtchinov, TKL Wong The Journal of Wealth Management 18 (3), 89, 2015 | 21 | 2015 |
| Time-consistent conditional expectation under probability distortion J Ma, TKL Wong, J Zhang Mathematics of Operations Research, 2021 | 19 | 2021 |
| Universal portfolios in stochastic portfolio theory TKL Wong arXiv preprint arXiv:1510.02808, 2015 | 19 | 2015 |
| Adapted optimal transport between Gaussian processes in discrete time M Gunasingam, TKL Wong Electronic Communications in Probability 30, 1-14, 2025 | 17 | 2025 |
| Logarithmic divergences: geometry and interpretation of curvature TKL Wong, J Yang International Conference on Geometric Science of Information, 413-422, 2019 | 14 | 2019 |
| Bregman-Wasserstein divergence: geometry and applications AS Kainth, C Rankin, TKL Wong IEEE Transactions on Information Theory 71 (11), 8723-8752, 2025 | 12 | 2025 |
Soumik PalUniversity of Washington SeattleVerified email at uw.edu
