Showing 61 - 70 of 73
We use three-dimensional optical tracking data on the 25-frames-per-second positional data of 2,400 free throw shots by the twenty players with at least twelve tracked makes and twelve tracked misses over the course of the 2010-2011 NBA season, fit each trajectory to a comprehensive physics...
Persistent link: https://www.econbiz.de/10014176380
I filter the 25-frames-per-second STATS/SportVu optical tracking data of 233 regular and post season 2011-2012 NBA games for half-court situations that begin when the last player crosses half-court and end when possession changes, resulting in a universe of more than 30,000 basketball plays, or...
Persistent link: https://www.econbiz.de/10014161899
Athletes Unlimited developed an alternative scoring system for the sport of softball, designed to produce greater team parity and to highlight individual performance on a more granular level. The system was analyzed and tested on Major League Baseball data from the 2019 season to determine...
Persistent link: https://www.econbiz.de/10014095708
Persistent link: https://www.econbiz.de/10014308054
Representative investors whose behavior is modeled by a deterministic finite automaton generate complexity both in the time series of each asset and in the cross-sectional correlation when the rule governing their behavior is schizophrenic, meaning the investor holds multiple seemingly...
Persistent link: https://www.econbiz.de/10013094815
I prove that if markets are weak-form efficient, meaning current prices fully reflect all information available in past prices, then P = NP, meaning every computational problem whose solution can be verified in polynomial time can also be solved in polynomial time. I also prove the converse by...
Persistent link: https://www.econbiz.de/10008506093
A deterministic trading strategy by a representative investor on a single market asset, which generates complex and realistic returns with its first four moments similar to the empirical values of European stock indices, is used to simulate the effects of financial regulation that either pricks...
Persistent link: https://www.econbiz.de/10008522435
In the current environment of financial distress, many governments are likely to soon become major holders of financial assets, but the policy debate focuses only on the likelihood and extent of short-term market stabilization. This paper shows that government intervention and propping up are...
Persistent link: https://www.econbiz.de/10008522441
A representative investor generates realistic and complex security price paths by following this trading strategy: if, a few ticks ago, the market asset had two consecutive upticks or two consecutive downticks, then sell, and otherwise buy. This simple, unique, and robust model is the smallest...
Persistent link: https://www.econbiz.de/10005098478
We analyze a large and comprehensive play-by-play dataset of professional games in the National Basketball Association using tools from financial economics to explore the optimality of strategically idling resources in the face of uncertain future demand. We find that starters ought to be idled...
Persistent link: https://www.econbiz.de/10010593098