Related papers: Arbitrage Analysis in Polymarket NBA Markets
We develop a machine learning approach to represent and analyze the underlying spatial structure that governs shot selection among professional basketball players in the NBA. Typically, NBA players are discussed and compared in an…
Scoring in a basketball game is a process highly dynamic and non-linear type. The level of NBA teams improve each season. They incorporate to their rosters the best players in the world. These and other mechanisms, make the scoring in the…
In-play football forecasting models have struggled to match the accuracy of betting exchange prices, which aggregate information from many market participants. We close this gap by combining two extensions to a Weibull accelerated failure…
Despite the stunning progress recently in large-scale deep neural network applications, our understanding of their microstructure, 'energy' functions, and optimal design remains incomplete. Here, we present a new game-theoretic framework,…
This paper studies repeated games where two players play multiple duopolistic games simultaneously (multimarket contact). A key assumption is that each player receives a noisy and private signal about the other's actions (private monitoring…
We introduce a new class of combinatorial markets in which agents have covering constraints over resources required and are interested in delay minimization. Our market model is applicable to several settings including scheduling, cloud…
The idea that the success rate of a team increases when playing home is broadly accepted and documented for a wide variety of sports. Investigations on the so-called home advantage phenomenon date back to the 70's and every since has…
We study the behavior of simple models for financial markets with widely spread frequency either in the trading activity of agents or in the occurrence of basic events. The generic picture of a phase transition between information efficient…
We show that prices and shortfall risks of game (Israeli) barrier options in a sequence of binomial approximations of the Black--Scholes (BS) market converge to the corresponding quantities for similar game barrier options in the BS market…
We consider the framework of average aggregative games, where the cost function of each agent depends on his own strategy and on the average population strategy. We focus on the case in which the agents are coupled not only via their cost…
We study the efficiency of simple combinatorial auctions for the allocation of a set of items to a set of agents, with private subadditive valuation functions and budget constraints. The class we consider includes all auctions that allocate…
We study non-atomic congestion games on parallel-link networks with affine cost functions. We investigate the power of machine-learned predictions in the design of coordination mechanisms aimed at minimizing the impact of selfishness. Our…
We propose a Bayesian nonparametric matrix clustering approach to analyze the latent heterogeneity structure in the shot selection data collected from professional basketball players in the National Basketball Association (NBA). The…
While many dynamical systems of mechanical origin, in particular billiards, are strongly chaotic -- enjoy exponential mixing, the rates of mixing in many other models are slow (algebraic, or polynomial). The dynamics in the latter are…
We study the design of mechanisms in combinatorial auction domains. We focus on settings where the auction is repeated, motivated by auctions for licenses or advertising space. We consider models of agent behaviour in which they either…
Advances in computational optimization allow for the organization of large combinatorial markets. We aim for allocations and competitive equilibrium prices, i.e. outcomes that are in the core. The research is motivated by the design of…
We show that, by using multiplicative weights in a game-theoretic thought experiment (and an important convexity result on the composition of multiplicative weights with the relative entropy function), a symmetric bimatrix game (that is, a…
We present evidence, based on play-by-play data from all 6087 games from the 2006/07--2009/10 seasons of the National Basketball Association (NBA), that basketball scoring is well described by a weakly-biased continuous-time random walk.…
We develop a quasi-polynomial time Las Vegas algorithm for approximating Nash equilibria in polymatrix games over trees, under a mild renormalizing assumption. Our result, in particular, leads to an expected polynomial-time algorithm for…
We study a multi-player one-round game termed Stackelberg Network Pricing Game, in which a leader can set prices for a subset of $m$ priceable edges in a graph. The other edges have a fixed cost. Based on the leader's decision one or more…