Cover Image

Efficient Market Dynamics: Unraveling Informational Efficiency in UK Horse Racing Betting Markets Through Betfair's Time Series Analysis

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Tondapu, Narayan
Format:	Preprint
Published:	2024
Subjects:	Computational Engineering, Finance, and Science Artificial Intelligence
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Enhancing Mean-Reverting Time Series Prediction with Gaussian Processes: Functional and Augmented Data Structures in Financial Forecasting
by: Tondapu, Narayan
Published: (2024)

Beyond Monte Carlo: Harnessing Diffusion Models to Simulate Financial Market Dynamics
by: Lesniewski, Andrew, et al.
Published: (2024)

Analyzing Currency Fluctuations: A Comparative Study of GARCH, EWMA, and IV Models for GBP/USD and EUR/GBP Pairs
by: Tondapu, Narayan
Published: (2024)

ARTEMIS: A Neuro Symbolic Framework for Economically Constrained Market Dynamics
by: Ray, Rahul D
Published: (2026)

Modeling News Interactions and Influence for Financial Market Prediction
by: Wang, Mengyu, et al.
Published: (2024)

DeepClair: Utilizing Market Forecasts for Effective Portfolio Selection
by: Choi, Donghee, et al.
Published: (2024)

Dynamic Hypergraph Representation Learning for Multivariate Time Series without Prior Knowledge
by: Gregnanin, Marco, et al.
Published: (2026)

XGBoost Learning of Dynamic Wager Placement for In-Play Betting on an Agent-Based Model of a Sports Betting Exchange
by: Terawong, Chawin, et al.
Published: (2024)

Lightweight and Data-Efficient MultivariateTime Series Forecasting using Residual-Stacked Gaussian (RS-GLinear) Architecture
by: Ali, Abukar
Published: (2025)

Decoding Market Emotions in Cryptocurrency Tweets via Predictive Statement Classification with Machine Learning and Transformers
by: Tash, Moein Shahiki, et al.
Published: (2026)

Time Series Augmented Generation for Financial Applications
by: Kolonin, Anton, et al.
Published: (2026)

DeepSupp: Attention-Driven Correlation Pattern Analysis for Dynamic Time Series Support and Resistance Levels Identification
by: Kriuk, Boris, et al.
Published: (2025)

Dynamic Pricing for On-Demand DNN Inference in the Edge-AI Market
by: Li, Songyuan, et al.
Published: (2025)

MANA-Net: Mitigating Aggregated Sentiment Homogenization with News Weighting for Enhanced Market Prediction
by: Wang, Mengyu, et al.
Published: (2024)

Prompting for Numerical Sequences: A Case Study on Market Comment Generation
by: Kawarada, Masayuki, et al.
Published: (2024)

FMPAF: How Do Fed Chairs Affect the Financial Market? A Fine-grained Monetary Policy Analysis Framework on Their Language
by: Deng, Yayue, et al.
Published: (2024)

A Language Model-Guided Framework for Mining Time Series with Distributional Shifts
by: Zhu, Haibei, et al.
Published: (2024)

CometNet: Contextual Motif-guided Long-term Time Series Forecasting
by: Wang, Weixu, et al.
Published: (2025)

Stock Market Dynamics Through Deep Learning Context
by: Aminimehr, Amirhossein, et al.
Published: (2024)

A Deep Reinforcement Learning Approach for Trading Optimization in the Forex Market with Multi-Agent Asynchronous Distribution
by: Sarani, Davoud, et al.
Published: (2024)

Time Series Stock Price Forecasting Based on Genetic Algorithm (GA)-Long Short-Term Memory Network (LSTM) Optimization
by: Sha, Xinye
Published: (2024)

FlowHFT: Imitation Learning via Flow Matching Policy for Optimal High-Frequency Trading under Diverse Market Conditions
by: Li, Yang, et al.
Published: (2025)

StockTime: A Time Series Specialized Large Language Model Architecture for Stock Price Prediction
by: Wang, Shengkun, et al.
Published: (2024)

BERTopic-Driven Stock Market Predictions: Unraveling Sentiment Insights
by: Zhu, Enmin, et al.
Published: (2024)

CTBench: Cryptocurrency Time Series Generation Benchmark
by: Ang, Yihao, et al.
Published: (2025)

Shared Spatial Memory Through Predictive Coding
by: Fang, Zhengru, et al.
Published: (2025)

MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model
by: Li, Junjie, et al.
Published: (2024)

Efficiency-Aware Computational Intelligence for Resource-Constrained Manufacturing Toward Edge-Ready Deployment
by: Zhou, Qianyu
Published: (2025)

Off-the-Shelf Neural Network Architectures for Forex Time Series Prediction come at a Cost
by: Zafeiriou, Theodoros, et al.
Published: (2024)

Proactive Model Adaptation Against Concept Drift for Online Time Series Forecasting
by: Zhao, Lifan, et al.
Published: (2024)

VCDF: A Validated Consensus-Driven Framework for Time Series Causal Discovery
by: Yu, Gene, et al.
Published: (2026)

Ada-MoGE: Adaptive Mixture of Gaussian Expert Model for Time Series Forecasting
by: Ni, Zhenliang, et al.
Published: (2025)

Impact of LLMs news Sentiment Analysis on Stock Price Movement Prediction
by: Siala, Walid, et al.
Published: (2026)

AI-Trader: Benchmarking Autonomous Agents in Real-Time Financial Markets
by: Fan, Tianyu, et al.
Published: (2025)

An Information Bottleneck Asset Pricing Model
by: Sun, Che
Published: (2025)

Data-Efficient Model for Psychological Resilience Prediction based on Neurological Data
by: Zhang, Zhi, et al.
Published: (2025)

Enriching Location Representation with Detailed Semantic Information
by: Liu, Junyuan, et al.
Published: (2025)

DynaMate: An Autonomous Agent for Protein-Ligand Molecular Dynamics Simulations
by: Guilbert, Salomé, et al.
Published: (2025)

Toward Black Scholes for Prediction Markets: A Unified Kernel and Market Maker's Handbook
by: Dalen, Shaw
Published: (2025)

Fine-Tuning Pre-trained Large Time Series Models for Prediction of Wind Turbine SCADA Data
by: Fan, Yuwei, et al.
Published: (2024)