Capitalizing on market inefficiencies with neural networks: a case study in football betting

Fil: Arana, Joaquín Matías. Universidad de San Andrés. Departamento de Economía; Argentina.

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Autor principal: Arana, Joaquín Matías
Otros Autores: Gómez Seeber, Matías José
Formato: Tesis Tesis de grado updatedVersion
Lenguaje:Inglés
Publicado: Universidad de San Andrés. Departamento de Economía 2025
Acceso en línea:https://repositorio.udesa.edu.ar/handle/10908/25214
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Repositorio Digital - Universidad de San Andrés (UdeSa) de Universidad de San Andrés
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spelling I37-R143-10908-252142025-07-24T17:51:00Z Capitalizing on market inefficiencies with neural networks: a case study in football betting Arana, Joaquín Matías Gómez Seeber, Matías José Fil: Arana, Joaquín Matías. Universidad de San Andrés. Departamento de Economía; Argentina. This paper introduces a machine learning approach for profiting from sports betting markets, which are non-arbitraged inefficient markets that present opportunities for exploiting discrepancies between bookmaker odds and actual probabilities of outcomes. I will develop a Neural Network Model that accurately forecasts the events of two different football competitions: The English Premier League and The Argentine’s First Division. A betting strategy based on Markow’s portfolio theory is developed to exploit inconsistencies and maximize yield over time. The findings suggest that machine learning algorithms, like the one presented in this study, could potentially enable consistent profitability in sports betting by identifying inefficiencies in bookmaker odds. 2025-05-22T15:31:13Z 2025-05-22T15:31:13Z 2024-12 Tesis info:eu-repo/semantics/bachelorThesis info:ar-repo/semantics/tesis de grado info:eu-repo/semantics/updatedVersion Arana, J. M. (2024). Capitalizing on market inefficiencies with neural networks: a case study in football betting. [Tesis de grado, Universidad de San Andrés. Departamento de Economía]. Repositorio Digital San Andrés. https://repositorio.udesa.edu.ar/handle/10908/25214 https://repositorio.udesa.edu.ar/handle/10908/25214 eng info:eu-repo/semantics/openAccess https://creativecommons.org/licenses/by-nc-nd/4.0/ application/pdf application/pdf Universidad de San Andrés. Departamento de Economía
institution Universidad de San Andrés
institution_str I-37
repository_str R-143
collection Repositorio Digital - Universidad de San Andrés (UdeSa)
language Inglés
description Fil: Arana, Joaquín Matías. Universidad de San Andrés. Departamento de Economía; Argentina.
author2 Gómez Seeber, Matías José
author_facet Gómez Seeber, Matías José
Arana, Joaquín Matías
format Tesis
Tesis de grado
Tesis de grado
updatedVersion
author Arana, Joaquín Matías
spellingShingle Arana, Joaquín Matías
Capitalizing on market inefficiencies with neural networks: a case study in football betting
author_sort Arana, Joaquín Matías
title Capitalizing on market inefficiencies with neural networks: a case study in football betting
title_short Capitalizing on market inefficiencies with neural networks: a case study in football betting
title_full Capitalizing on market inefficiencies with neural networks: a case study in football betting
title_fullStr Capitalizing on market inefficiencies with neural networks: a case study in football betting
title_full_unstemmed Capitalizing on market inefficiencies with neural networks: a case study in football betting
title_sort capitalizing on market inefficiencies with neural networks: a case study in football betting
publisher Universidad de San Andrés. Departamento de Economía
publishDate 2025
url https://repositorio.udesa.edu.ar/handle/10908/25214
work_keys_str_mv AT aranajoaquinmatias capitalizingonmarketinefficiencieswithneuralnetworksacasestudyinfootballbetting
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