All Outputs (2)

An options-pricing approach to forecasting the French presidential election (2024)
Journal Article
Fry, J., Hastings, T., & Binner, J. (in press). An options-pricing approach to forecasting the French presidential election. Journal of the Operational Research Society, https://doi.org/10.1080/01605682.2024.2334339

A subjective probability argument suggests vote-share estimates from polling companies can be interpreted as market prices. The corresponding election constitutes the price at a known future date. This makes an options-pricing approach particularly a... Read More about An options-pricing approach to forecasting the French presidential election.

Faster identification of faster Formula 1 drivers via time-rank duality (2024)
Journal Article
Fry, J., Brighton, T., & Fanzon, S. (2024). Faster identification of faster Formula 1 drivers via time-rank duality. Economics letters, 237, Article 111671. https://doi.org/10.1016/j.econlet.2024.111671

Two natural ways of modelling Formula 1 race outcomes are a probabilistic approach, based on the exponential distribution, and econometric modelling of the ranks. Both approaches lead to exactly soluble race-winning probabilities. Equating race-winni... Read More about Faster identification of faster Formula 1 drivers via time-rank duality.