forecasting in financial and sports gambling markets adaptive drift modeling

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Forecasting In Financial And Sports Gambling Markets

Author : William S. Mallios
ISBN : 1118099532
Genre : Mathematics
File Size : 37. 31 MB
Format : PDF, Kindle
Download : 953
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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
ISBN : 9780470880593
Genre : Mathematics
File Size : 67. 3 MB
Format : PDF, ePub
Download : 771
Read : 752

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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
ISBN : 0470484527
Genre : Mathematics
File Size : 49. 10 MB
Format : PDF, Docs
Download : 422
Read : 211

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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.

Adaptive Markets

Author : Andrew W. Lo
ISBN : 9781400887767
Genre : Business & Economics
File Size : 22. 23 MB
Format : PDF
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A new, evolutionary explanation of markets and investor behavior Half of all Americans have money in the stock market, yet economists can't agree on whether investors and markets are rational and efficient, as modern financial theory assumes, or irrational and inefficient, as behavioral economists believe—and as financial bubbles, crashes, and crises suggest. This is one of the biggest debates in economics and the value or futility of investment management and financial regulation hang on the outcome. In this groundbreaking book, Andrew Lo cuts through this debate with a new framework, the Adaptive Markets Hypothesis, in which rationality and irrationality coexist. Drawing on psychology, evolutionary biology, neuroscience, artificial intelligence, and other fields, Adaptive Markets shows that the theory of market efficiency isn't wrong but merely incomplete. When markets are unstable, investors react instinctively, creating inefficiencies for others to exploit. Lo's new paradigm explains how financial evolution shapes behavior and markets at the speed of thought—a fact revealed by swings between stability and crisis, profit and loss, and innovation and regulation. A fascinating intellectual journey filled with compelling stories, Adaptive Markets starts with the origins of market efficiency and its failures, turns to the foundations of investor behavior, and concludes with practical implications—including how hedge funds have become the Galápagos Islands of finance, what really happened in the 2008 meltdown, and how we might avoid future crises. An ambitious new answer to fundamental questions in economics, Adaptive Markets is essential reading for anyone who wants to know how markets really work.

Calculated Bets

Author : Steven S. Skiena
ISBN : 0521009626
Genre : Computers
File Size : 21. 64 MB
Format : PDF, Kindle
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A story of using computer simulations and mathematical modeling techniques to predict the outcome of jai-alai matches and bet on them successfully.

Serious Games And Edutainment Applications

Author : Minhua Ma
ISBN : 9783319516455
Genre : Computers
File Size : 34. 38 MB
Format : PDF, Kindle
Download : 883
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With the continued application of gaming for training and education, which has seen exponential growth over the past two decades, this book offers an insightful introduction to the current developments and applications of game technologies within educational settings, with cutting-edge academic research and industry insights, providing a greater understanding into current and future developments and advances within this field. Following on from the success of the first volume in 2011, researchers from around the world presents up-to-date research on a broad range of new and emerging topics such as serious games and emotion, games for music education and games for medical training, to gamification, bespoke serious games, and adaptation of commercial off-the shelf games for education and narrative design, giving readers a thorough understanding of the advances and current issues facing developers and designers regarding games for training and education. This second volume of Serious Games and Edutainment Applications offers further insights for researchers, designers and educators who are interested in using serious games for training and educational purposes, and gives game developers with detailed information on current topics and developments within this growing area.

User Modeling Adaptation And Personalization

Author : Judith Masthoff
ISBN : 9783642314544
Genre : Computers
File Size : 56. 48 MB
Format : PDF, Mobi
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This book constitutes the refereed proceedings of the 20 th International Conference on User Modeling, Adaptation, and Personalization, held in Montreal, Canada, in July 2012. The 22 long and 7 short papers of the Research Paper Track presented were carefully reviewed and selected from 101 submissions. The papers are organized in topical sections on user engagement; trust; user motivation, attention, and effort; recommender systems (including topics such as matrix factorization, critiquing, noise and spam in recommender systems); user centered design and evaluation; educational data mining; modeling learners; user models in microblogging; and visualization. The Industry Paper Track covered innovative commercial implementations or applications of UMAP technologies, and experience in applying recent research advances in practice. 2 long and 1 short papers were accepted of 5 submissions.

Market Conditions For Successful Forex And Binary Options Trading

Author : Emegha Omoruyi Emmanuel
ISBN : 1495469123
Genre : Business & Economics
File Size : 70. 57 MB
Format : PDF, Mobi
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This book contains information that will increase traders understanding of how the market works. It will help traders and beginners to understand chart analysis.The knowledge of the chart will definitely guarantee traders success in the global financial market. It is a fact that chart is the sign language of the market, and the knowledge of the chart will no doubt guarantee outstanding performance and good profit returns on investment in the market. So the trader that takes the time to learn and understand the sign language of the market (Charts) will no doubt benefit from such skills in no small measure. That is to say such a trader has a lot to gain in terms of profit returns in the market. Therefore this book is a vital tool that every one that want to make huge gain from their investments in the asset market most have. It contains different approaches to chart analysis, how to spot major market moves and reversal. More so these are the knowledge that an average trade requires to make informed decision as to which direction is price moving to as is the case in Binary Options market and at what point he is to enter & exit a trade as the case in Forex market. The knowledge will make a better trader out of the reader of the book. It will help both the Forex and Binary options traders to appreciate market chart and correctly analyze chart. This will help both Forex and Binary Option traders make informed decisions, eliminate negative trading emotion, and to become disciplined traders. The chart is the language of the market, hence the need for traders to know how to carry out chart analysis. The book also contains technical indicators used to identify certain area on the chart which usually signals possible market reversals. The book is simply tips on how to trade the FX and Binary Option for maximum returns on investment. The information is a simple daily trading nuggets for all traders. This buttress the fact that both the binary options traders and forex traders need the full knowledge of the chart because their success lies in their understanding of the market chart. To the binary options traders, the ability to predict price direction correctly depends on the binary trader's ability to analyze market patterns on the chart while the forex trader needs the chart to determine his or her entry and exit points on any particular trade. So needless to say that the knowledge of the chart is key to every decision traders make as regards trading. This is why this little book is very very important to every trader that wants to succeed in the market.

The Analysis Of Sports Forecasting

Author : William S. Mallios
ISBN : 9781475767131
Genre : Business & Economics
File Size : 66. 94 MB
Format : PDF, Kindle
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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.

Stochastic Modeling In Economics And Finance

Author : Jitka Dupacova
ISBN : 9780306481673
Genre : Mathematics
File Size : 81. 61 MB
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In Part I, the fundamentals of financial thinking and elementary mathematical methods of finance are presented. The method of presentation is simple enough to bridge the elements of financial arithmetic and complex models of financial math developed in the later parts. It covers characteristics of cash flows, yield curves, and valuation of securities. Part II is devoted to the allocation of funds and risk management: classics (Markowitz theory of portfolio), capital asset pricing model, arbitrage pricing theory, asset & liability management, value at risk. The method explanation takes into account the computational aspects. Part III explains modeling aspects of multistage stochastic programming on a relatively accessible level. It includes a survey of existing software, links to parametric, multiobjective and dynamic programming, and to probability and statistics. It focuses on scenario-based problems with the problems of scenario generation and output analysis discussed in detail and illustrated within a case study.

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