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Probabilistic modeling in sports, finance and weather

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Title: Probabilistic modeling in sports, finance and weather
Authors: Lennartsson, Jan
Issue Date: 2-Oct-2014
University: Göteborgs universitet. Naturvetenskapliga fakulteten
Institution: Department of Mathematical Sciences ; Institutionen för matematiska vetenskaper
Parts of work: Lennartsson, J., Lidström, N., and Lindberg, C., Game intelligence in team sports (2014). (Submitted).

Lennartsson, J. and Lindberg, C., Merton's problem for an investor with a benchmark in a Barndorff-Nielsen and Shephard market (2014). (Submitted).

C Lennartsson, J., Baxevani, A. and Chen, D., Modelling precipitation in Sweden using multiple step Markov chains and a composite model, Journal of Hydrology (2008), Volume 363, Issue 1-4, Pages 42-59.

D Baxevani, A. and Lennartsson, J., A Spatio-temporal precipitation generator based on a censored latent Gaussian field (2014) (Work in progress).
Date of Defence: 2014-10-31
Disputation: fredagen den 31 oktober 2014, kl1315, sal Pascal, institutionen för matematiska vetenskaper, chalmers tvärgata 3
Degree: Doctor of Philosophy
Publication type: Doctoral thesis
Keywords: Mathematical modelling
Game theory
Team sport tactics
Modern portfolio theory
Gaussian fields
Abstract: In this thesis, we build mathematical and statistical models for a wide variety of real world applications. The mathematical models include applications in team sport tactics and optimal portfolio selection, while the statistical modeling concerns weather and specifically precipitation. For the sport application, we define an underlying value function for evaluating team sport situations in a game theoretic set-up. A consequence of the adopted setting is that the concept of game intelligence is... more
ISBN: 987-91-628-9179-4
Appears in Collections:Doctoral Theses from University of Gothenburg / Doktorsavhandlingar från Göteborgs universitet
Doctoral Theses / Doktorsavhandlingar Institutionen för matematiska vetenskaper



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