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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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5101419 · May 202619922001200920172026
48 results for football valuation

A risk-neutral valuation framework is developed for pricing and hedging in-play football bets based on modelling scores by independent Poisson processes with constant intensities. The Fundamental Theorems of Asset Pricing are applied to this set-up which enables us to derive novel arbitrage-free valuation formulæ for c…

2018-10-29abs ↗pdf ↗

We prove that every spherical football (also known as a spherical soccer ball) is a branched cover, branched only in the vertices, of the standard football made up of 12 pentagons and 20 hexagons. We also give examples showing that the corresponding result is not true for footballs of higher genera. Moreover, we classi…

2006-06-08abs ↗pdf ↗

The study uses unsupervised machine learning to identify top European football teams.

problem Selecting teams for the new European football Super League.
method Used Laplacian eigenmaps clustering on performance data.
result Successfully identified four clusters of teams based on performance metrics.

The goal of this thesis is to investigate the potential of predictive modelling for football injuries. This work was conducted in close collaboration with Tottenham Hotspurs FC (THFC), the PGA European tour and the participation of Wolverhampton Wanderers (WW). Three investigations were conducted: 1. Predicting the rec…

2016-09-20abs ↗pdf ↗

Recent progress in the field of reinforcement learning has been accelerated by virtual learning environments such as video games, where novel algorithms and ideas can be quickly tested in a safe and reproducible manner. We introduce the Google Research Football Environment, a new reinforcement learning environment wher…

2019-07-25abs ↗pdf ↗

Compact Ricci solitons on surfaces have at most two cone points, and are known as Hamilton's footballs. In this note we completely describe the degenerations of these footballs as one or both of the cone angles approaches zero. In particular, we show that Hamilton's famous non-compact cigar soliton is the Gromov--Hausd…

2019-05-02abs ↗pdf ↗

TacticAI helps football coaches improve tactics by analyzing corner kicks.

problem Developing effective responses to rival teams' tactics algorithmically.
method TacticAI combines predictive and generative components to suggest player setups and position adjustments.
result TacticAI's model suggestions are favored over existing tactics 90% of the time by football domain experts.

AI benchmarks evaluate football team performance using generative models.

problem Evaluating human performance in complex interactive tasks is error-prone and unreliable.
method Trained Conditional VRNN Model on player and ball tracking data to imitate and predict team interactions.
result Trained model as a useful benchmark for evaluating team performance in football.

Twitter has been proven to be a notable source for predictive modelling on various domains such as the stock market, the dissemination of diseases or sports outcomes. However, such a study has not been conducted in football (soccer) so far. The purpose of this research was to study whether data mined from Twitter can b…

2014-11-05abs ↗pdf ↗

Study examines heart and football-shaped metrics, verifying geometric structure.

problem Analyzing reducible spherical conical metrics and their geometric properties.
method Examined 1-parameter heart shape and 3-parameter football shape families, verified structure theorem, used explicit metric and geodesic calculations.
result Naturally arise from Abelian differentials of the third kind, offer new evidence for spherical geometry and complex analytic structure interaction.

Bray's football theorem (\cite{bray2009penrose}) is a weakening of Bishop theorem in dimension 3. It gives a sharp volume upper bound for a three dimensional manifold with scalar curvature larger than n(n1)n(n-1) and Ricci curvature larger than ε\varepsilon. This paper extends Bray's football theorem in high dimensions, …

2019-09-03abs ↗pdf ↗

We show that spheres of positive constant curvature with nn (n3n\geq3) conic points converge to a sphere of positive constant curvature with two conic points (or called an (American) football) in Gromov-Hausdorff topology when the corresponding singular divisors converge to a critical divisor in the sense of Troyanov.…

2015-01-27abs ↗pdf ↗

Paper introduces new actuarial-consistent valuations for insurance liabilities.

problem Valuation of insurance liabilities considering both financial and actuarial risks.
method Proposes two-step actuarial valuations and actuarial-consistent procedures.
result Actuarial-consistent valuations are equivalent to two-step actuarial valuations under coherence.

This paper studies the normalized Ricci flow on surfaces with conical singularities. It's proved that the normalized Ricci flow has a solution for a short time for initial metrics with conical singularities. Moreover, the solution makes good geometric sense. For some simple surfaces of this kind, for example, the tear …

2009-01-16abs ↗pdf ↗

Market valuation duration is 175 years, but drops to 46 years during crises.

problem Understanding the duration of market valuation and its impact on returns.
method Comparing market valuation ratios and dividends to estimate duration, analyzing the discount rate effect.
result Valuation duration is negatively correlated with market returns, with a robust out-of-sample R2 of 15%.

Business cycles affect startup valuations, both directly and indirectly.

problem How do business cycles impact startup valuations?
method Structural Equation Model approach using a dataset of 1,089 venture capital investments.
result Business cycles impact startup valuations both directly and indirectly.

Classification of SL(n) covariant valuations on Orlicz spaces.

problem Classifying continuous SL(n) covariant valuations on Orlicz spaces.
method Complete classification without symmetric assumptions, focusing on moment matrix and a new functional in dimension two.
result The moment matrix is the only SL(n) covariant valuation for n≥3, and a new functional appears in dimension two.

We prove new kinematic formulas for tensor valuations and simplify previously known Crofton formulas by using the recently developed algebraic theory of translation invariant valuations. The heart of the paper is the computation of the Alesker-Fourier transform on the large class of spherical valuations, which is achie…

2014-02-12abs ↗pdf ↗

Classifies contravariant matrix-valued valuations on polytopes without continuity assumptions.

problem Classifying contravariant matrix-valued valuations on polytopes without continuity assumptions.
method Complete classification of contravariant matrix-valued valuations on polytopes in Rn\mathbb{R}^n without continuity assumptions.
result The only such valuation is the general Lutwak-Yang-Zhang matrix in dimension n4n \geq 4, and a new function in dimension 3.

Let SO+(p,q)\mathrm{SO}^+(p,q) denote the identity connected component of the real orthogonal group with signature (p,q)(p,q). We give a complete description of the spaces of continuous and generalized translation- and SO+(p,q)\mathrm{SO}^+(p,q)-invariant valuations, generalizing Hadwiger's classification of Euclidean isometry-invari…

2016-02-28abs ↗pdf ↗

This paper provides intuition on the relationship of accrual and mark-to-market valuation for cash and forward interest rate trades. Discounted cashflow valuation is compared to spread-based valuation for forward trades, which explains the trader's view on valuation. This is followed by Taylor series approximation for …

2016-02-18abs ↗pdf ↗

The classification of continuous, translation invariant Minkowski valuations which are contravariant (or covariant) with respect to the complex special linear group is established in a 2-dimensional complex vector space. Every such valuation is given by the sum of a valuation of degree of homogeneity 1 and 3. In dimens…

2013-06-10abs ↗pdf ↗

This paper addresses credit valuation adjustment with a new closeout convention.

problem Accurate estimation of financial claim value considering counterparty credit risk.
method Theoretical and computational analysis of a nonlinear valuation system using neural networks.
result A neural network-based algorithm effectively solves the high-dimensional nonlinear valuation system.

Classifies SL(n) covariant matrix-valued valuations on Lp-spaces.

problem Classifying SL(n) covariant matrix-valued valuations on Lp-spaces.
method Established a complete classification for continuous and SL(n) covariant matrix-valued valuations on Lp(Rn,|x|2dx), eliminating matrix symmetry assumption.
result Unique characterization of such valuations by the moment matrix in n>2, rotation matrix in 2D.

Develops a new method to study algebraic tangent cones of sheaves using valuations.

problem Analyzing tangent cones of torsion-free sheaves on algebraic varieties.
method Introduces a slope stability theory and uses it to define a canonical tangent cone for quasi-regular valuations.
result Shows the existence of a canonical tangent cone for torsion-free sheaves, up to equivalence.