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Test of Poisson model as base model for placing bets #11

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Many98 opened this issue Nov 10, 2020 · 2 comments
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Test of Poisson model as base model for placing bets #11

Many98 opened this issue Nov 10, 2020 · 2 comments
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Many98 commented Nov 10, 2020

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@Many98 Many98 self-assigned this Nov 11, 2020
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Many98 commented Nov 12, 2020

Model using Poisson regression as predictive model runs very fast out of money. It peaks at 12,000 [2005-07-28: available: 12063.00, invested 200.00, total 12263.00] and then drops monotonically by 100 money units per day. Its very strange and maybe points to some bug.

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Many98 commented Nov 13, 2020

Testing with a bit different betting strategy this model yielded positive profit. I suggest improve betting strategy rather than improving this model. Further improvements would require own implementation of maximal likelihood estimation algorithm to fit improved model (including time dependency etc.) but effective and fast implementation would be time consuming job.

@Many98 Many98 closed this as completed Nov 16, 2020
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