APPLICATIONS OF DATA ANALYSIS IN SPORTS AND FINANCE
We are interested in applying stochastic models, and machine learning techniques to all sorts of real life phenomena. In particular, we are interested in stochastic processes in financial systems in the context of portfolio management. We are also interested in number crunching of high resolution sports data such studying the “momentum” effect in basketball from play by play data. Another ongoing study in the lab evaluates market efficiency from time series analysis of betting odds.