Author: William S. Mallios
Publisher: John Wiley & Sons
ISBN: 1118099532
Category : Mathematics
Languages : en
Pages : 207
Book Description
A guide to modeling analyses for financial and sports gambling markets, with a focus on major current events Addressing the highly competitive and risky environments of current-day financial and sports gambling markets, Forecasting in Financial and Sports Gambling Markets details the dynamic process of constructing effective forecasting rules based on both graphical patterns and adaptive drift modeling (ADM) of cointegrated time series. The book uniquely identifies periods of inefficiency that these markets oscillate through and develops profitable forecasting models that capitalize on irrational behavior exhibited during these periods. Providing valuable insights based on the author's firsthand experience, this book utilizes simple, yet unique, candlestick charts to identify optimal time periods in financial markets and optimal games in sports gambling markets for which forecasting models are likely to provide profitable trading and wagering outcomes. Featuring detailed examples that utilize actual data, the book addresses various topics that promote financial and mathematical literacy, including: Higher order ARMA processes in financial markets The effects of gambling shocks in sports gambling markets Cointegrated time series with model drift Modeling volatility Throughout the book, interesting real-world applications are presented, and numerous graphical procedures illustrate favorable trading and betting opportunities, which are accompanied by mathematical developments in adaptive model forecasting and risk assessment. A related web site features updated reviews in sports and financial forecasting and various links on the topic. Forecasting in Financial and Sports Gambling Markets is an excellent book for courses on financial economics and time series analysis at the upper-undergraduate and graduate levels. The book is also a valuable reference for researchers and practitioners working in the areas of retail markets, quant funds, hedge funds, and time series. Also, anyone with a general interest in learning about how to profit from the financial and sports gambling markets will find this book to be a valuable resource.
Forecasting in Financial and Sports Gambling Markets
Author: William S. Mallios
Publisher: John Wiley & Sons
ISBN: 1118099532
Category : Mathematics
Languages : en
Pages : 207
Book Description
A guide to modeling analyses for financial and sports gambling markets, with a focus on major current events Addressing the highly competitive and risky environments of current-day financial and sports gambling markets, Forecasting in Financial and Sports Gambling Markets details the dynamic process of constructing effective forecasting rules based on both graphical patterns and adaptive drift modeling (ADM) of cointegrated time series. The book uniquely identifies periods of inefficiency that these markets oscillate through and develops profitable forecasting models that capitalize on irrational behavior exhibited during these periods. Providing valuable insights based on the author's firsthand experience, this book utilizes simple, yet unique, candlestick charts to identify optimal time periods in financial markets and optimal games in sports gambling markets for which forecasting models are likely to provide profitable trading and wagering outcomes. Featuring detailed examples that utilize actual data, the book addresses various topics that promote financial and mathematical literacy, including: Higher order ARMA processes in financial markets The effects of gambling shocks in sports gambling markets Cointegrated time series with model drift Modeling volatility Throughout the book, interesting real-world applications are presented, and numerous graphical procedures illustrate favorable trading and betting opportunities, which are accompanied by mathematical developments in adaptive model forecasting and risk assessment. A related web site features updated reviews in sports and financial forecasting and various links on the topic. Forecasting in Financial and Sports Gambling Markets is an excellent book for courses on financial economics and time series analysis at the upper-undergraduate and graduate levels. The book is also a valuable reference for researchers and practitioners working in the areas of retail markets, quant funds, hedge funds, and time series. Also, anyone with a general interest in learning about how to profit from the financial and sports gambling markets will find this book to be a valuable resource.
Publisher: John Wiley & Sons
ISBN: 1118099532
Category : Mathematics
Languages : en
Pages : 207
Book Description
A guide to modeling analyses for financial and sports gambling markets, with a focus on major current events Addressing the highly competitive and risky environments of current-day financial and sports gambling markets, Forecasting in Financial and Sports Gambling Markets details the dynamic process of constructing effective forecasting rules based on both graphical patterns and adaptive drift modeling (ADM) of cointegrated time series. The book uniquely identifies periods of inefficiency that these markets oscillate through and develops profitable forecasting models that capitalize on irrational behavior exhibited during these periods. Providing valuable insights based on the author's firsthand experience, this book utilizes simple, yet unique, candlestick charts to identify optimal time periods in financial markets and optimal games in sports gambling markets for which forecasting models are likely to provide profitable trading and wagering outcomes. Featuring detailed examples that utilize actual data, the book addresses various topics that promote financial and mathematical literacy, including: Higher order ARMA processes in financial markets The effects of gambling shocks in sports gambling markets Cointegrated time series with model drift Modeling volatility Throughout the book, interesting real-world applications are presented, and numerous graphical procedures illustrate favorable trading and betting opportunities, which are accompanied by mathematical developments in adaptive model forecasting and risk assessment. A related web site features updated reviews in sports and financial forecasting and various links on the topic. Forecasting in Financial and Sports Gambling Markets is an excellent book for courses on financial economics and time series analysis at the upper-undergraduate and graduate levels. The book is also a valuable reference for researchers and practitioners working in the areas of retail markets, quant funds, hedge funds, and time series. Also, anyone with a general interest in learning about how to profit from the financial and sports gambling markets will find this book to be a valuable resource.
Information Efficiency in Financial and Betting Markets
Author: Leighton Vaughan Williams
Publisher: Cambridge University Press
ISBN: 1139445405
Category : Business & Economics
Languages : en
Pages : 412
Book Description
The degree to which markets incorporate information is one of the most important questions facing economists today. This book provides a fascinating study of the existence and extent of information efficiency in financial markets, with a special focus on betting markets. Betting markets are selected for study because they incorporate features highly appropriate to a study of information efficiency, in particular the fact that each bet has a well-defined end point at which its value becomes certain. Using international examples, this book reviews and analyses the issue of information efficiency in both financial and betting markets. Part I is an extensive survey of the existing literature, while Part II presents a range of readings by leading academics. Insights gained from the book will interest students of financial economics, financial market analysts, mathematicians and statisticians, and all those with a special interest in finance or gambling.
Publisher: Cambridge University Press
ISBN: 1139445405
Category : Business & Economics
Languages : en
Pages : 412
Book Description
The degree to which markets incorporate information is one of the most important questions facing economists today. This book provides a fascinating study of the existence and extent of information efficiency in financial markets, with a special focus on betting markets. Betting markets are selected for study because they incorporate features highly appropriate to a study of information efficiency, in particular the fact that each bet has a well-defined end point at which its value becomes certain. Using international examples, this book reviews and analyses the issue of information efficiency in both financial and betting markets. Part I is an extensive survey of the existing literature, while Part II presents a range of readings by leading academics. Insights gained from the book will interest students of financial economics, financial market analysts, mathematicians and statisticians, and all those with a special interest in finance or gambling.
Forecasting Expected Returns in the Financial Markets
Author: Stephen Satchell
Publisher: Elsevier
ISBN: 0080550673
Category : Business & Economics
Languages : en
Pages : 299
Book Description
Forecasting returns is as important as forecasting volatility in multiple areas of finance. This topic, essential to practitioners, is also studied by academics. In this new book, Dr Stephen Satchell brings together a collection of leading thinkers and practitioners from around the world who address this complex problem using the latest quantitative techniques.*Forecasting expected returns is an essential aspect of finance and highly technical *The first collection of papers to present new and developing techniques *International authors present both academic and practitioner perspectives
Publisher: Elsevier
ISBN: 0080550673
Category : Business & Economics
Languages : en
Pages : 299
Book Description
Forecasting returns is as important as forecasting volatility in multiple areas of finance. This topic, essential to practitioners, is also studied by academics. In this new book, Dr Stephen Satchell brings together a collection of leading thinkers and practitioners from around the world who address this complex problem using the latest quantitative techniques.*Forecasting expected returns is an essential aspect of finance and highly technical *The first collection of papers to present new and developing techniques *International authors present both academic and practitioner perspectives
Sports Metric Forecasting
Author: William Mallios
Publisher: Xlibris Corporation
ISBN: 1503517322
Category : Sports & Recreation
Languages : en
Pages : 112
Book Description
Outcomes of major league games—winning/losing margins and total points scored relative to the odds makers’ lines in baseball, basketball and football—are graphed in terms of sports metric candlestick charts and then forecast in terms of adaptive drift modeling. The charts are constructed to reveal ad hoc forecasting patterns that may contribute to effective forecasting. These patterns are then included with variables contained in major sports data bases. The augmented data bases then provide input variables in the drift modeling forecasts.
Publisher: Xlibris Corporation
ISBN: 1503517322
Category : Sports & Recreation
Languages : en
Pages : 112
Book Description
Outcomes of major league games—winning/losing margins and total points scored relative to the odds makers’ lines in baseball, basketball and football—are graphed in terms of sports metric candlestick charts and then forecast in terms of adaptive drift modeling. The charts are constructed to reveal ad hoc forecasting patterns that may contribute to effective forecasting. These patterns are then included with variables contained in major sports data bases. The augmented data bases then provide input variables in the drift modeling forecasts.
Handbook of Sports and Lottery Markets
Author: Donald B. Hausch
Publisher: Elsevier
ISBN: 0080559956
Category : Business & Economics
Languages : en
Pages : 561
Book Description
Its basic empirical research and investigation of pure theories of investment in the sports and lottery markets make this volume a winner. These markets are simpler to study than traditional financial markets, and their expected values and outcomes are uncomplicated. By means of new overviews of scholarship on the industry side of racetrack and other betting markets to betting exchanges and market efficiencies, contributors consider a variety of sports in countries around the world. The result is not only superior information about market forecasting, but macro- and micro-analyses that are relevant to other markets. - Easily studied sports markets reveal features relevant for more complex traditional financial markets - Significant coverage of sports from racing to jai alai - New studies of betting exchanges and Internet wagering markets
Publisher: Elsevier
ISBN: 0080559956
Category : Business & Economics
Languages : en
Pages : 561
Book Description
Its basic empirical research and investigation of pure theories of investment in the sports and lottery markets make this volume a winner. These markets are simpler to study than traditional financial markets, and their expected values and outcomes are uncomplicated. By means of new overviews of scholarship on the industry side of racetrack and other betting markets to betting exchanges and market efficiencies, contributors consider a variety of sports in countries around the world. The result is not only superior information about market forecasting, but macro- and micro-analyses that are relevant to other markets. - Easily studied sports markets reveal features relevant for more complex traditional financial markets - Significant coverage of sports from racing to jai alai - New studies of betting exchanges and Internet wagering markets
The Analysis of Sports Forecasting
Author: William S. Mallios
Publisher: Springer Science & Business Media
ISBN: 1475767137
Category : Business & Economics
Languages : en
Pages : 301
Book Description
Given the magnitude of currency speculation and sports gambling, it is surprising that the literature contains mostly negative forecasting results. Majority opinion still holds that short term fluctuations in financial markets follow random walk. In this non-random walk through financial and sports gambling markets, parallels are drawn between modeling short term currency movements and modeling outcomes of athletic encounters. The forecasting concepts and methodologies are identical; only the variables change names. If, in fact, these markets are driven by mechanisms of non-random walk, there must be some explanation for the negative forecasting results. The Analysis of Sports Forecasting: Modeling Parallels Between Sports Gambling and Financial Markets examines this issue.
Publisher: Springer Science & Business Media
ISBN: 1475767137
Category : Business & Economics
Languages : en
Pages : 301
Book Description
Given the magnitude of currency speculation and sports gambling, it is surprising that the literature contains mostly negative forecasting results. Majority opinion still holds that short term fluctuations in financial markets follow random walk. In this non-random walk through financial and sports gambling markets, parallels are drawn between modeling short term currency movements and modeling outcomes of athletic encounters. The forecasting concepts and methodologies are identical; only the variables change names. If, in fact, these markets are driven by mechanisms of non-random walk, there must be some explanation for the negative forecasting results. The Analysis of Sports Forecasting: Modeling Parallels Between Sports Gambling and Financial Markets examines this issue.
International Journal of forecasting
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 810
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 810
Book Description
Fuzzy Systems and Data MiningII
Author: S.-L. Sun
Publisher: IOS Press
ISBN: 1614997225
Category : Computers
Languages : en
Pages : 652
Book Description
Fuzzy systems and data mining are now an essential part of information technology and data management, with applications affecting every imaginable aspect of our daily lives. This book contains 81 selected papers from those accepted and presented at the 2nd international conference on Fuzzy Systems and Data Mining (FSDM2016), held in Macau, China, in December 2016. This annual conference focuses on 4 main groups of topics: fuzzy theory, algorithm and system; fuzzy applications; the interdisciplinary field of fuzzy logic and data mining; and data mining, and the event provided a forum where more than 100 qualified, high-level researchers and experts from over 20 countries, including 4 keynote speakers, gathered to create an important platform for researchers and engineers worldwide to engage in academic communication. All the papers collected here present original ideas, methods and results of general significance supported by clear reasoning and compelling evidence, and as such the book represents a valuable and wide ranging reference resource of interest to all those whose work involves fuzzy systems and data mining.
Publisher: IOS Press
ISBN: 1614997225
Category : Computers
Languages : en
Pages : 652
Book Description
Fuzzy systems and data mining are now an essential part of information technology and data management, with applications affecting every imaginable aspect of our daily lives. This book contains 81 selected papers from those accepted and presented at the 2nd international conference on Fuzzy Systems and Data Mining (FSDM2016), held in Macau, China, in December 2016. This annual conference focuses on 4 main groups of topics: fuzzy theory, algorithm and system; fuzzy applications; the interdisciplinary field of fuzzy logic and data mining; and data mining, and the event provided a forum where more than 100 qualified, high-level researchers and experts from over 20 countries, including 4 keynote speakers, gathered to create an important platform for researchers and engineers worldwide to engage in academic communication. All the papers collected here present original ideas, methods and results of general significance supported by clear reasoning and compelling evidence, and as such the book represents a valuable and wide ranging reference resource of interest to all those whose work involves fuzzy systems and data mining.
Sports Finance
Author: Brian P. Soebbing
Publisher: MDPI
ISBN: 303842871X
Category : Business & Economics
Languages : en
Pages : 99
Book Description
This book is a printed edition of the Special Issue "Sports Finance" that was published in IJFS
Publisher: MDPI
ISBN: 303842871X
Category : Business & Economics
Languages : en
Pages : 99
Book Description
This book is a printed edition of the Special Issue "Sports Finance" that was published in IJFS
The Oxford Handbook of the Economics of Gambling
Author: Leighton Vaughan Williams
Publisher: Oxford University Press
ISBN: 0199376697
Category : Business & Economics
Languages : en
Pages : 834
Book Description
There is growing interest among academics and policymakers in the economics of gambling, which has been stimulated by major regulatory and tax changes in the U.S., U.K. Continental Europe, Asia, Australia and elsewhere. Unfortunately, there is no comprehensive source of path-breaking research on this topic. To fill this gap, we commissioned chapters from leading economists on all aspects of gambling research. Topics covered include the optimal taxation structure for various forms of gambling, factors influencing the demand and supply of gambling services, forecasting of gambling trends, regulation of gambling, the efficiency of racetrack and sports betting markets, gambling prevalence and behavior, modeling the demand for gambling services, the economic impact of gambling, substitution and complementarities among different types of gambling activity, and the relationship between gambling and other sectors of the economy. These are all important issues, with significant global implications. Specifically, we divide the Handbook into sections on casinos, sports betting, horserace betting, betting strategy, motivation, behavior and decision-making in betting markets, prediction markets and political betting, and lotteries and gambling machines
Publisher: Oxford University Press
ISBN: 0199376697
Category : Business & Economics
Languages : en
Pages : 834
Book Description
There is growing interest among academics and policymakers in the economics of gambling, which has been stimulated by major regulatory and tax changes in the U.S., U.K. Continental Europe, Asia, Australia and elsewhere. Unfortunately, there is no comprehensive source of path-breaking research on this topic. To fill this gap, we commissioned chapters from leading economists on all aspects of gambling research. Topics covered include the optimal taxation structure for various forms of gambling, factors influencing the demand and supply of gambling services, forecasting of gambling trends, regulation of gambling, the efficiency of racetrack and sports betting markets, gambling prevalence and behavior, modeling the demand for gambling services, the economic impact of gambling, substitution and complementarities among different types of gambling activity, and the relationship between gambling and other sectors of the economy. These are all important issues, with significant global implications. Specifically, we divide the Handbook into sections on casinos, sports betting, horserace betting, betting strategy, motivation, behavior and decision-making in betting markets, prediction markets and political betting, and lotteries and gambling machines