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Forecasting in financial and sports gambling markets : adaptive drift modeling / William S. Mallios.
- Format:
- Book
- Author/Creator:
- Mallios, William S. (William Steve), 1935-
- Language:
- English
- Subjects (All):
- Investments--Mathematical models.
- Investments.
- Speculation--Mathematical models.
- Speculation.
- Sports betting--Mathematical models.
- Sports betting.
- Physical Description:
- 1 online resource (280 p.)
- Edition:
- 1st ed.
- Place of Publication:
- Hoboken, N.J. : Wiley, c2011.
- Language Note:
- English
- Summary:
- 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
- Contents:
- Forecasting in Financial and Sports Gambling Markets; Contents; Preface; 1. Introduction; 2. Market Perspectives: Through a Glass Darkly; 3. Opacity and Present-Day Dynamics; 4. Adaptive Modeling Concepts in Dynamic Markets; 5. Studies in Japanese Candlestick Charts; 6. Pseudo-Candlesticks for Major League Baseball; 7. Single-Equation Adaptive Drift Modeling; 8. Single-Equation Modeling: Sports Gambling Markets; 9. Simultaneous Financial Time Series; 10. Modeling Cointegrated Time Series Associated with NBA and NFL Games; 11. Categorical Forecasting
- 12. Financial/Mathematical Illiteracy and Adolescent Problem Gambling 13. The Influenza Futures Markets; References; Index
- Notes:
- Description based upon print version of record.
- Includes bibliographical references and index.
- ISBN:
- 9786613025128
- 9781118099537
- 1118099532
- 9781283025126
- 1283025124
- 9780470880616
- 0470880619
- 9780470880593
- 0470880597
- OCLC:
- 705538627
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