Sports Betting: an application of neural networks and modern portfolio theory to the English Premier League
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- Enzo Busseti & Ernest K. Ryu & Stephen Boyd, 2016. "Risk-Constrained Kelly Gambling," Papers 1603.06183, arXiv.org.
- Hubáček, Ondřej & Šourek, Gustav & Železný, Filip, 2019. "Exploiting sports-betting market using machine learning," International Journal of Forecasting, Elsevier, vol. 35(2), pages 783-796.
- Chris Whitrow, 2007. "Algorithms for optimal allocation of bets on many simultaneous events," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 56(5), pages 607-623, November.
- Jakobsson, Robin & Karlsson, Niklas, 2007. "Testing Market Efficiency in a Fixed Odds Betting Market," Working Papers 2007:12, Örebro University, School of Business.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2023-08-28 (Big Data)
- NEP-CMP-2023-08-28 (Computational Economics)
- NEP-SPO-2023-08-28 (Sports and Economics)
- NEP-UPT-2023-08-28 (Utility Models and Prospect Theory)
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