Research Roadmap

My research is centered around investigating semi-strong form efficiency [1] in betting exchange markets [2]. Semi strong efficient market hypothesis says that all publicly available information about the market is reflected in the current market prices. In other words, this hypothesis claims that it is not possible to make a positive profit from a long term betting, having access to all publicly available information, including historical prices trends, traded volume, news from magazines and newspapers, scored goals and red cards in football markets, number of aces in tennis markets, and so on.

Roadmap:
  1. Build and validate bayesian tennis prediction model using DBN and EM techniques
    1. Tennis skills as discrete variables - Done. More details
    2. Tennis skills as continuous variables - In progress. More details

References
  1. Semi-strong form efficiency - http://en.wikipedia.org/wiki/Efficient-market_hypothesis
  2. Betting Exchange - http://en.wikipedia.org/wiki/Betting_exchange