A discrete-time and finite-state Markov Chain model for association football matches

doi:10.1080/03610918.2017.1348518

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	A discrete-time and finite-state Markov Chain model for association football matches
	Zou, Qingrong 1; Li, Qi 2; Guo, Hao 1; Shi, Jian1,3
	2018
发表期刊	COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
ISSN	0361-0918
卷号	47 期号:8 页码:2476-2485
摘要	A birth process model proposed by Dixon and Robinson has been widely used in football spread betting market. However, multiple goals in a minute are permitted in the model, which does not conform to historical record. Moreover, it is difficult to calculate the outcome probability of the process accurately. The article presents a discrete-time and finite-state Markov chain model for real-time forecast of football matches and a recursive algorithm is derived to calculate the outcome probability accurately. The empirical study shows that the proposed model outperforms the models of Dixon and Robinson and Dixon and Coles.
关键词	Association football Discrete-time and finite-state Markov chain Football outcome forecast Maximum likelihood Recursive algorithm 65C20 62M20 60J10 62P25
DOI	10.1080/03610918.2017.1348518
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000441635000017
出版者	TAYLOR & FRANCIS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/31159
专题	系统科学研究所
通讯作者	Shi, Jian
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China 2.Jilin Univ, Editorial Dept Journal, Changchun, Jilin, Peoples R China 3.Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Zou, Qingrong,Li, Qi,Guo, Hao,et al. A discrete-time and finite-state Markov Chain model for association football matches[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,2018,47(8):2476-2485.
APA	Zou, Qingrong,Li, Qi,Guo, Hao,&Shi, Jian.(2018).A discrete-time and finite-state Markov Chain model for association football matches.COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,47(8),2476-2485.
MLA	Zou, Qingrong,et al."A discrete-time and finite-state Markov Chain model for association football matches".COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION 47.8(2018):2476-2485.