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A gamma process based in-play prediction model for National Basketball Association games

文献类型：期刊论文

作者Song, Kai1,2; Shi, Jian1,2
刊名EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
出版日期2020-06-01
卷号283期号:2页码:706-713
关键词OR in sports Gamma process in-play prediction Bayesian method Betting
ISSN号0377-2217
DOI10.1016/j.ejor.2019.11.012
英文摘要This paper presents an in-play prediction model based on the gamma process for the scoring processes of the National Basketball Association matches. The model is team-specific, i.e., it takes account of the relative strengths of the two teams playing in a match. The dependence between the home and away scoring processes is characterized by a common latent variable. A Bayesian dynamic forecasting procedure for future games is developed, which utilizes the in-match information to update the scale parameter of the model as the match progresses. An evaluation against baseline models is provided in an empirical study. Our proposed model can predict the final score and total points, while the baseline models are unable to make such predictions. Furthermore, our model can produce positive returns on the point spread betting market and the over-under betting market. (C) 2019 Elsevier B.V. All rights reserved.
WOS研究方向Business & Economics ; Operations Research & Management Science
语种英语
WOS记录号WOS:000515445500021
出版者ELSEVIER
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/50892]  
专题中国科学院数学与系统科学研究院
通讯作者Shi, Jian
作者单位1.Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
推荐引用方式
GB/T 7714		 Song, Kai,Shi, Jian. A gamma process based in-play prediction model for National Basketball Association games[J]. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH,2020,283(2):706-713.
APA Song, Kai,&Shi, Jian.(2020).A gamma process based in-play prediction model for National Basketball Association games.EUROPEAN JOURNAL OF OPERATIONAL RESEARCH,283(2),706-713.
MLA Song, Kai,et al."A gamma process based in-play prediction model for National Basketball Association games".EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 283.2(2020):706-713.

入库方式： OAI收割

来源：数学与系统科学研究院

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