The rapid increase in the availability of data on sports has stimulated interest in in a number of fields that put forecasting models at the heart of what they do. For example, in sports analytics, forecasting models are used as central components in tools to assess how a team might want to play in order to maximise its chances of winning, whilst in the betting market, forecasting models are used to set prices, and can illuminate profitable betting strategies and issues related to the Efficient Markets Hypothesis.
In addition to this vast amount of data being made available, recent advances in computing, and the development of new methodologies such as machine learning techniques, means that recent years has seen an unprecedented interest in forecasting in sport. And this interest is not confined to the academic community. The sports industry, the sports betting industry, and the media have all taken an interest in forecasting.
The International Journal of Forecasting is excited to announce a Call For Papers for a special issue on Sports Forecasting. We are interested in forecasting methods and applications applied in sport in general. Some example themes are:
- Machine learning techniques applied in sports forecasting
- Models for in-play predictions or
- Novel application of forecasting models in sports
- Modelling tournament outcomes
- Forecasting evolution of athletics records
And we are interested in any of the many sports that are played around the world: soccer, tennis, American Football, ice-hockey, baseball, cricket, golf, basketball, and so on and so on…
To submit a paper for consideration for the Special Issue, please upload your paper online and include a cover letter clearly indicating that the paper is for the special issue “Forecasting in Sports”. The webpage for online submissions is mc.manuscriptcentral.com/ijf. The deadline for receipt of papers is 30th September 2017. All papers will follow the IJF’s refereeing process.
Instructions for authors are provided at https://ijf.forecasters.org/authors
For further information about the Special Issue, please contact one of the guest editors.