English
Related papers

Related papers: Prediction of Football Player Value using Bayesian…

200 papers

In this work we present STEVE - Soccer TEam VEctors, a principled approach for learning real valued vectors for soccer teams where similar teams are close to each other in the resulting vector space. STEVE only relies on freely available…

Machine Learning · Computer Science 2020-04-01 Robert Müller , Stefan Langer , Fabian Ritz , Christoph Roch , Steffen Illium , Claudia Linnhoff-Popien

A number of techniques have been proposed to explain a machine learning model's prediction by attributing it to the corresponding input features. Popular among these are techniques that apply the Shapley value method from cooperative game…

Machine Learning · Computer Science 2020-06-29 Luke Merrick , Ankur Taly

Prediction of network traffic behavior is significant for the effective management of modern telecommunication networks. However, the intuitive approach of predicting network traffic using administrative experience and market analysis data…

Machine Learning · Computer Science 2022-05-04 Sajal Saha , Anwar Haque , Greg Sidebottom

Although academic research on the 'hot hand' effect (in particular, in sports, especially in basketball) has been going on for more than 30 years, it still remains a central question in different areas of research whether such an effect…

Applications · Statistics 2019-11-20 Marius Ötting , Andreas Groll

Change of direction is a key element of player movement in American football, yet there remains a lack of objective approaches for in-game performance evaluation of this athletic trait. Using tracking data, we propose a Bayesian…

Applications · Statistics 2025-07-09 Quang Nguyen , Ronald Yurko

This paper represents an analysis on the momentum of tennis match. And due to Generalization performance of it, it can be helpful in constructing a system to predict the result of sports game and analyze the performance of player based on…

Machine Learning · Computer Science 2024-04-23 Jingdi Lei , Tianqi Kang , Yuluan Cao , Shiwei Ren

With origins in game theory, probabilistic values like Shapley values, Banzhaf values, and semi-values have emerged as a central tool in explainable AI. They are used for feature attribution, data attribution, data valuation, and more.…

Machine Learning · Computer Science 2026-01-14 R. Teal Witter , Yurong Liu , Christopher Musco

Complex interactions between two opposing agents frequently occur in domains of machine learning, game theory, and other application domains. Quantitatively analyzing the strategies involved can provide an objective basis for…

Machine Learning · Computer Science 2023-07-28 Calvin C. K. Yeung , Keisuke Fujii

This article presents a Bayesian implementation of a cumulative probit model to forecast the outcomes of the UEFA Champions League matches. The argument of the normal CDF involves a cut-off point, a home vs away playing effect and the…

Applications · Statistics 2015-02-16 Jean-Louis Foulley

In recent years, many different approaches have been proposed to quantify the performances of soccer players. Since player performances are challenging to quantify directly due to the low-scoring nature of soccer, most approaches estimate…

Machine Learning · Computer Science 2021-05-31 Jan Van Haaren

Accurately forecasting electricity price volatility is crucial for effective risk management and decision-making. Traditional forecasting models often fall short in capturing the complex, non-linear dynamics of electricity markets,…

Computational Engineering, Finance, and Science · Computer Science 2025-05-20 Haochen Xue , Chenghao Liu , Chong Zhang , Yuxuan Chen , Angxiao Zong , Zhaodong Wu , Yulong Li , Jiayi Liu , Kaiyu Liang , Zhixiang Lu , Ruobing Li , Jionglong Su

Prior work has studied the computational complexity of computing optimal strategies to commit to in Stackelberg or leadership games, where a leader commits to a strategy which is observed by one or more followers. We extend this setting to…

Computer Science and Game Theory · Computer Science 2024-10-22 Nathaniel Sauerberg , Caspar Oesterheld

This paper studies an asset pricing model in a partially observable market with a large number of heterogeneous agents using the mean field game theory. In this model, we assume that investors can only observe stock prices and must infer…

Pricing of Securities · Quantitative Finance 2025-04-02 Masashi Sekine

The forecasting of sports events is of broad interest from the applied but also from the theoretical perspective. In this work the question is addressed for the example of the German soccer Bundesliga how a theoretically optimum forecast of…

Physics and Society · Physics 2020-03-23 Andreas Heuer

Financial markets are often driven by latent factors which traders cannot observe. Here, we address an algorithmic trading problem with collections of heterogeneous agents who aim to perform optimal execution or statistical arbitrage, where…

Mathematical Finance · Quantitative Finance 2019-04-02 Philippe Casgrain , Sebastian Jaimungal

Understanding team formations and player positioning is crucial for tactical analysis in football (soccer). This paper presents a flexible method for formation recognition and player position assignment in football using predefined static…

Machine Learning · Computer Science 2025-07-01 Joris Bekkers

In this paper, we present a novel approach for optimising long-term tactical and strategic decision-making in football (soccer) by encapsulating events in a league environment across a given time frame. We model the teams' objectives for a…

Artificial Intelligence · Computer Science 2021-02-19 Ryan Beal , Georgios Chalkiadakis , Timothy J. Norman , Sarvapali D. Ramchurn

The article is concerned with the problem of multi-step financial time series forecasting of Foreign Exchange (FX) rates. To address this problem, we introduce a regression network termed RegPred Net. The exchange rate to forecast is…

Statistical Finance · Quantitative Finance 2022-05-12 Linwei Li , Paul-Amaury Matt , Christian Heumann

A risk-neutral valuation framework is developed for pricing and hedging in-play football bets based on modelling scores by independent Poisson processes with constant intensities. The Fundamental Theorems of Asset Pricing are applied to…

Trading and Market Microstructure · Quantitative Finance 2018-11-12 Sebastian del Bano Rollin , Zsolt Bihari , Tomaso Aste

We investigated the use of Empirical Mode Decomposition (EMD) combined with Gaussian Mixture Models (GMM), feature engineering and machine learning algorithms to optimize trading decisions. We used five, two, and one year samples of hourly…

Methodology · Statistics 2025-03-27 Gabriel R. Palma , Mariusz Skoczeń , Phil Maguire