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stat.ML2026
Forecast Sports Outcomes under Efficient Market Hypothesis: Theoretical and Experimental Analysis of Odds-Only and Generalised Linear Models
Kaito Goto, Naoya Takeishi, Takehisa Yairi
Converting betting odds into accurate outcome probabilities is a fundamental challenge in order to use betting odds as a benchmark for sports forecasting and market efficiency anal…
stat.ML2019★ 5 cited
Shapley Values of Reconstruction Errors of PCA for Explaining Anomaly Detection
Naoya Takeishi
We present a method to compute the Shapley values of reconstruction errors of principal component analysis (PCA), which is particularly useful in explaining the results of anomaly…