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



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Autore: Mallios William S (William Steve), <1935-> Visualizza persona
Titolo: Forecasting in financial and sports gambling markets [[electronic resource] ] : adaptive drift modeling / / William S. Mallios Visualizza cluster
Pubblicazione: Hoboken, N.J., : Wiley, c2011
Descrizione fisica: 1 online resource (280 p.)
Disciplina: 332.6015195
332.63/2220112
332.632220112
Soggetto topico: Investments - Mathematical models
Speculation - Mathematical models
Sports betting - Mathematical models
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
Titolo autorizzato: Forecasting in financial and sports gambling markets  Visualizza cluster
ISBN: 1-118-09953-2
1-283-02512-4
9786613025128
0-470-88061-9
0-470-88059-7
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910139217003321
Lo trovi qui: Univ. Federico II
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