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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Fitting random effects in semi-parametric regression model with application to horse racing.

January 2003 (has links)
Cheung Man-Yuen. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2003. / Includes bibliographical references (leaves 35-40). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Rank Regression --- p.1 / Chapter 1.2 --- Clustering --- p.2 / Chapter 1.3 --- Modeling of the ranked data --- p.3 / Chapter 1.4 --- Application in Horse Racing data --- p.4 / Chapter 2 --- Semi-Parametric Regression Model --- p.7 / Chapter 2.1 --- Review --- p.7 / Chapter 2.2 --- Parameter Estimation --- p.9 / Chapter 3 --- Random Effects --- p.11 / Chapter 3.1 --- Definition --- p.11 / Chapter 3.1.1 --- A Simple Estimation Algorithm --- p.13 / Chapter 3.2 --- Metropolis-Hastings Algorithm for Simulating Random Effects --- p.14 / Chapter 3.3 --- EM Algorithms for Maximizing the Likelihood --- p.16 / Chapter 3.3.1 --- Stochastic EM Algorithm --- p.17 / Chapter 3.3.2 --- MCEM Algorithm --- p.18 / Chapter 4 --- Application --- p.20 / Chapter 4.1 --- Fundamental Variables and Variable Selection --- p.21 / Chapter 4.2 --- Simulation Results --- p.23 / Chapter 4.3 --- Betting Strategies and Comparisons --- p.25 / Chapter 5 --- Conclusions and Further Studies --- p.29 / Appendix --- p.31 / Bibliograply --- p.35
2

Some statistical analysis of handicap horse racing.

January 2001 (has links)
Lau Siu Ping. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2001. / Includes bibliographical references (leaf 44). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Pari-Mutuel System --- p.1 / Chapter 1.2 --- Different Types of Betting --- p.4 / Chapter 1.3 --- Overview --- p.6 / Chapter 2 --- Testing on Tipsters Prediction --- p.8 / Chapter 2.1 --- Introduction --- p.8 / Chapter 2.2 --- Summary Tables on Tipsters Performance --- p.11 / Chapter 2.3 --- Tipsters Prediction Vs Random Betting --- p.15 / Chapter 3 --- Multinomial Logistic Regression --- p.19 / Chapter 3.1 --- Review --- p.19 / Chapter 3.2 --- Proposed Models for the Horse Racing --- p.23 / Chapter 3.3 --- Simulation and Result --- p.26 / Chapter 3.4 --- Comparison between four Models --- p.35 / Chapter 3.5 --- Concluding Remarks --- p.36 / Appendix I --- p.37 / Reference --- p.44
3

Estimations for statistical arbitrage in horse racing markets.

January 2010 (has links)
Xiong, Liying. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2010. / Includes bibliographical references (leave 34). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Hong Kong Horse Racing Market and Models in Horse Racing --- p.3 / Chapter 2.1 --- Hong Kong Horse Racing Market --- p.4 / Chapter 2.2 --- Models in Horse Racing --- p.5 / Chapter 3 --- Probit Regression Model Incorporating with Public Estimates --- p.9 / Chapter 3.1 --- Estimation under No Particular Conditions --- p.10 / Chapter 3.2 --- Estimators under Particular Condition --- p.15 / Chapter 4 --- Prediction and Testing --- p.23 / Chapter 4.1 --- Prediction of Win Probability --- p.24 / Chapter 5 --- Conclusion --- p.32 / Bibliography --- p.34

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