1.

Record Nr.

UNINA9910139217003321

Autore

Mallios William S (William Steve), <1935->

Titolo

Forecasting in financial and sports gambling markets [[electronic resource] ] : adaptive drift modeling / / William S. Mallios

Pubbl/distr/stampa

Hoboken, N.J., : Wiley, c2011

ISBN

1-118-09953-2

1-283-02512-4

9786613025128

0-470-88061-9

0-470-88059-7

Descrizione fisica

1 online resource (280 p.)

Disciplina

332.6015195

332.63/2220112

332.632220112

Soggetti

Investments - Mathematical models

Speculation - Mathematical models

Sports betting - Mathematical models

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

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

Sommario/riassunto

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