User profiles for Philip Z. Maymin

Philip Maymin

Associate Professor of Analytics and Finance, University of Bridgeport
Verified email at maymin.com
Cited by 411

[HTML][HTML] Smart kills and worthless deaths: eSports analytics for League of Legends

PZ Maymin - Journal of Quantitative Analysis in Sports, 2021 - degruyter.com
Vast data on eSports should be easily accessible but often is not. League of Legends (LoL)
only has rudimentary statistics such as levels, items, gold, and deaths. We present a new …

Markets are efficient if and only if P= NP

PZ Maymin - Algorithmic Finance, 2011 - content.iospress.com
I prove that if markets are efficient, meaning current prices fully reflect all information available
in past prices, then P= NP, meaning every computational problem whose solution can be …

[HTML][HTML] Cognitive biases and mindfulness

PZ Maymin, EJ Langer - Humanities and Social Sciences …, 2021 - nature.com
In a study testing whether mindfulness decreases cognitive biases, respondents answered
22 standard cognitive bias questions to measure susceptibility to the endowment effect, …

Risk parity optimality

…, PZ Maymin, ZG Maymin - Journal of Portfolio …, 2015 - search.proquest.com
In this article, the authors show under general conditions that the probability of risk parity
beating any other portfolio is more than 50%. They also prove the maximin properties of a risk-…

The minimal model of financial complexity

PZ Maymin - Quantitative Finance, 2011 - Taylor & Francis
A representative investor generates realistic and complex security price paths by following
this trading strategy: if, a few ticks ago, the market asset had two consecutive upticks or two …

[HTML][HTML] The fatigue illusion: the physical effects of mindlessness

S Camparo, PZ Maymin, C Park, S Yoon… - Humanities and Social …, 2022 - nature.com
Attitudes that are blindly adopted, termed premature cognitive commitments, can place
unnecessary limitations on how we perceive and engage in the world around us, including how …

The automated general manager: can an algorithmic system for drafts, trades, and free agency outperform human front offices?

PZ Maymin - Journal of Global Sport Management, 2017 - Taylor & Francis
Philip Z. Maymin is an associate professor of analytics and finance at the University of
Bridgeport Trefz School of Business. He is also the founding managing editor of Algorithmic …

[HTML][HTML] Wage against the machine: A generalized deep-learning market test of dataset value

PZ Maymin - International Journal of Forecasting, 2019 - Elsevier
How can you tell whether a particular sports dataset really adds value, particularly with
regard to betting effectiveness? The method introduced in this paper provides a way for any …

A new look at the left-handed advantage in baseball

DM Chance, PZ Maymin - International Journal of Performance …, 2023 - Taylor & Francis
Using 120 years of Major League baseball data, we re-examine the apparent and widely
presumed performance advantage of left-handers. We verify the previously known …

Past performance is indicative of future beliefs

PZ Maymin, GS Fisher - Risk and Decision Analysis, 2011 - content.iospress.com
The performance of the average investor in an asset class lags the average performance of
the asset class itself by an average of one percent per year over the past fifteen years, based …