| 000 -LEADER |
|---|
| fixed length control field |
02904cam a2200241 a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20190729154210.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
130520s2011 njua b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780470484524 (hardback) |
| 041 ## - Language |
|---|
| Language code of text/sound track or separate title |
eng |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG6015 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
332.632220112 |
| Edition number |
22 |
| Item number |
M254 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Mallios, William S. |
| Fuller form of name |
(William Steve), |
| Dates associated with a name |
1935- |
| 9 (RLIN) |
27992 |
| 245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE |
|---|
| Title |
Forecasting in financial and sports gambling markets : |
| Remainder of title |
adaptive drift modeling / |
| Statement of responsibility, etc |
William S. Mallios. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Hoboken, N.J. : |
| Name of publisher, distributor, etc |
Wiley, |
| Date of publication, distribution, etc |
2011. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xiii, 264 p. : |
| Other physical details |
ill. ; |
| Dimensions |
25 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
"This book discusses cointegrated time series associated with financial and sports gambling markets are analyzed in terms of time-varying parameter models. Modeling premises are that present and past disequilibria--shocks both within and between time series--may affect subsequent changes and rates of these changes within individual series and sufficiently large shocks may disrupt/alter model structure such that resulting forecasts may be temporarily unreliable. Reduced forecasting equations are in terms of higher order ARMA models that are not limited to bilinear processes. Sports forecasting models based on public information are usually more effective--in terms of profitable trading/wagering strategies--than those for the financial sector for two reasons: insider information is less prevalent, and modeling is simplified since lagged shocks associated with the gambling lines/spreads are known--in contrast with financial modeling where there are no comparable gambling shocks, only unknown, lagged statistical shocks in terms of MA variables. Forecasting is illustrated for NFL and NBA playoff games. In financial markets, cointegration is discussed in terms of candlestick chart variants with modeling illustrations given in terms of recent Google price changes. Chapter coverage includes candlestick charts, higher order ARMA processes in financial markets, the effects of gambling shocks in sports gambling markets, cointegrated time series with model drift, modeling volatility, and the promotion of financial and mathematical literacy"--Provided by publisher. |
|
|---|
| Summary, etc |
"This book discusses cointegrated time series associated with financial and sports gambling markets are analyzed in terms of time-varying parameter models. Modeling premises are that present and past disequilibria--shocks both within and between time series--may affect subsequent changes and rates of these changes within individual series and sufficiently large shocks may disrupt/alter model structure such that resulting forecasts may be temporarily unreliable"--Provided by publisher. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Speculation |
| General subdivision |
Mathematical models. |
| 9 (RLIN) |
27993 |
|
|---|
| Topical term or geographic name as entry element |
Sports betting |
| General subdivision |
Mathematical models. |
| 9 (RLIN) |
27994 |
|
|---|
| Topical term or geographic name as entry element |
Investments |
| General subdivision |
Mathematical models. |
| 9 (RLIN) |
6966 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Item type |
Book |
