Matematika športnih stav : delo diplomskega seminarja

Čretnik, Urban (author), Bernik, Janez (mentor), Šega, Gregor (co-mentor)

Opis različnih poslovnih modelov stavnic: Kako stavniške družbe ustvarjajo trg in dobiček ter kdaj se na trgu pojavijo arbitražne priložnosti. Opis stavniških produktov. V nadaljevanju bom razložil Kelly-jev kriterij, model linearne regresije ter preizkušanje domnev na linearnem modelu. Na vzorcu košarkaških tekem bom sestavil regresijsko funkcijo in na njenih koeficientih izvedel statistične teste. Nato bom model preizkusil v praksi in predstavil gibanje premoženja.

• Language: Slovenian
• Keywords: Poslovanje stavnic, ponudba stavnic, Kelly-jev kriterij, linearna regresija, statistični testi, strategija investiranja
• Work type: Bachelor thesis/paper
• Organization: FMF - Faculty of Mathematics and Physics
• Year: 2023
• PID: 20.500.12556/RUL-148433
• UDC: 519.2
• COBISS.SI-ID: 162048259
• Publication date in RUL: 23.08.2023

Secondary language

• Language: English
• Title: Mathematics of sports betting

Abstract

Description of various betting business models: How betting companies create a market and profit, and when arbitrage opportunities arise in the market. Description of betting products. In the following, I will explain the Kelly criterion, linear regression model, and hypothesis testing on a linear model. Using a sample of basketball games, I will construct a regression function and conduct statistical tests on its coefficients. I will then test the model in practice and present the movement of assets.

• Keywords: Betting business, betting offerings, Kelly criterion, linear regression, statistical tests, investment strategy