BALDO, Guillaume (2015) A quantitative approach to Daily Fantasy Basketball PFE - Project Graduation, ENSTA.
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Daily Fantasy Sports (DFS) has swept the nation, and with it has come a wave of websites which provide projections and tools for helping casual fans to pick their lineups. In DFS, fans pay to enter contests in which they select players to build a lineup. Each player has a play money cost and a position. Players must be selected to ﬁll a speciﬁed combination of positions while staying under a salary cap. After the players ﬁnish their real life games, they are given a fantasy score based on statistics accrued during the game. Lineups in a contest are sorted by aggregate fantasy score and the top scoring lineups are paid out winnings based on where they ranked. We provide a Bayesian model for projecting NBA player performances and two novel optimization tools: contemporaneous lineup selection and a robust optimization counterpart. We try several optimization strategies and determine the best ones based on the Sharpe ratio of returns.
|Item Type:||Thesis (PFE - Project Graduation)|
|Subjects:||Mathematics and Applications|
|Deposited By:||INVALID USER|
|Deposited On:||14 juin 2016 10:37|
|Dernière modification:||14 juin 2016 10:37|
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