Forecasting In Financial And Sports Gambling Markets: Adaptive Drift Modeling
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Forecasting In Financial And Sports Gambling Markets: Adaptive Drift Modeling
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Forecasting In Financial And Sports Gambling Markets: Adaptive Drift Modeling

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905847
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
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商品簡介

This book discusses cointegrated time series associated with financial and sports gambling markets are analyzed in terms of time-varying parameter models. Modeling premises are that present and past disequilibria—shocks both within and between time series—may affect subsequent changes and rates of these changes within individual series and sufficiently large shocks may disrupt/alter model structure such that resulting forecasts may be temporarily unreliable. Reduced forecasting equations are in terms of higher order ARMA models that are not limited to bilinear processes. Sports forecasting models based on public information are usually more effective—in terms of profitable trading/wagering strategies—than those for the financial sector for two reasons: insider information is less prevalent, and modeling is simplified since lagged shocks associated with the gambling lines/spreads are known—in contrast with financial modeling where there are no comparable gambling shocks, only unknown, lagged statistical shocks in terms of MA variables. Forecasting is illustrated for NFL and NBA playoff games. In financial markets, cointegration is discussed in terms of candlestick chart variants with modeling illustrations given in terms of recent Google price changes.

Chapter coverage includes candlestick charts, higher order ARMA processes in financial markets, the effects of gambling shocks in sports gambling markets, cointegrated time series with model drift, modeling volatility, and the promotion of financial and mathematical literacy.

作者簡介

William S. Mallios, PhD, is a consultant at Mallios and Associates, where he provides professional advisement to various financial, medical, and educational institutions. A Fulbright Senior Specialist, Dr. Mallios served as professor of decision sciences at California State University, Fresno, for more than twenty-five years and has provided consulting services for government organizations, including the Food and Drug Administration and Centers for Disease Control.

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優惠價:90 5847
若需訂購本書,請電洽客服 02-25006600[分機130、131]。

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