Inferring relative ability from winning probability in multientrant contests

DOI10.1137/19M1276261MaRDI QIDQ4987717zbMATH OpenOpenAlexFDO

Authors Peter Cotton

Publication date 4 May 2021

Published in SIAM Journal on Financial Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/19m1276261

zbMATH Keywords

asset pricingBaseball Pythagorean theoremcoherent probabilityexactahandicappinghorse racinginverse problemsorder statisticsquinellarank statisticsrisk-neutral pricingtrifectaweb search

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Applications of statistics to economics (62P20)

Recommendations

• A contest success function for rankings
• Modifying Variability and Correlations in Winner-Take-All Contests
• Performance-maximizing large contests
• Probability models on horse-race outcomes
• Foundations for contest success functions

Cites work

• A combinatorial algorithm minimizing submodular functions in strongly polynomial time.
• scientific article; zbMATH DE number 7051294 (Why is no real title available?)
• scientific article; zbMATH DE number 3073477 (Why is no real title available?)
• Place probabilities in normal order statistics models for horse races

Cited in

(1)

• A general framework to quantify the event importance in multi-event contests

Describes a project that uses

Uses Software

• PlackettLuce
• Winning

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