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A discrete-time and finite-state Markov Chain model for association football matches

文献类型：期刊论文

作者Zou, Qingrong1; Li, Qi2; Guo, Hao1; Shi, Jian1,3
刊名COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
出版日期2018
卷号47期号:8页码:2476-2485
关键词Association football Discrete-time and finite-state Markov chain Football outcome forecast Maximum likelihood Recursive algorithm 65C20 62M20 60J10 62P25
ISSN号0361-0918
DOI10.1080/03610918.2017.1348518
英文摘要A birth process model proposed by Dixon and Robinson has been widely used in football spread betting market. However, multiple goals in a minute are permitted in the model, which does not conform to historical record. Moreover, it is difficult to calculate the outcome probability of the process accurately. The article presents a discrete-time and finite-state Markov chain model for real-time forecast of football matches and a recursive algorithm is derived to calculate the outcome probability accurately. The empirical study shows that the proposed model outperforms the models of Dixon and Robinson and Dixon and Coles.
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000441635000017
出版者TAYLOR & FRANCIS INC
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/31158]  
专题系统科学研究所
通讯作者Shi, Jian
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
2.Jilin Univ, Editorial Dept Journal, Changchun, Jilin, Peoples R China
3.Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R China
推荐引用方式
GB/T 7714		 Zou, Qingrong,Li, Qi,Guo, Hao,et al. A discrete-time and finite-state Markov Chain model for association football matches[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,2018,47(8):2476-2485.
APA Zou, Qingrong,Li, Qi,Guo, Hao,&Shi, Jian.(2018).A discrete-time and finite-state Markov Chain model for association football matches.COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,47(8),2476-2485.
MLA Zou, Qingrong,et al."A discrete-time and finite-state Markov Chain model for association football matches".COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION 47.8(2018):2476-2485.

入库方式： OAI收割

来源：数学与系统科学研究院

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