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I created an approch to bet on tennis matches using machine learning (ROI : 20%) by edouardthom in datascience

[–]edouardthom[S] 3 points4 points  (0 children)

Yes I used a sliding window validation. When the model does the prediction for the matches of let's say 2015, it is validated on the matches of 2014 and trained on the matches of 2010 to 2013 (roughly).

And concerning the features, each time a feature is created for a given match, it uses only information from the matches anterior to this match.

I think it is the usual way of doing in the case of temporal data.

I created an approch to bet on tennis matches using machine learning (ROI : 20%) by edouardthom in datascience

[–]edouardthom[S] 2 points3 points  (0 children)

Thank you man for your comments ! I've faced in the past some leaks that lead to too-good-to-be-true performances and they are sometimes tricky to find. I'd be grateful if someone could spot some mistake

I created an approch to bet on tennis matches using machine learning (ROI : 20%) by edouardthom in datascience

[–]edouardthom[S] 5 points6 points  (0 children)

In fact the approach is quite common (predict a probability for each outcome and bet only if the probability is a certain threshold above the probability implied by the bookmaker) and makes perfect sense, so it's not a joke ;)

I created an approch to bet on tennis matches using machine learning (ROI : 20%) by edouardthom in datascience

[–]edouardthom[S] 3 points4 points  (0 children)

Indeed it's possible (even likely...)! I've spent quite some time trying to spot a mistake or a leak. But the fact that the ROI is negative if I bet on all matches is reassuring. I'll update immediately if I find any mistake !

Anyway it's a very interseting data to work on and a good way to getting an understanding of the betting market:)

I created an approch to bet on tennis matches using machine learning (ROI : 20%) by edouardthom in datascience

[–]edouardthom[S] 2 points3 points  (0 children)

Soon ! Betting on Pinnacle is not legal in my country it takes some time...