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The theoretical soccer performance dimensions are based on a set of 29 players' attributes periodically produced by Electronics Arts (EA) Sports experts. Data and big data in sports are being collected and analyzed, with the integration of physical and digital sources, increasing the knowledge of professional sports for all parties involved. Player assessment is carried out using recursive feature elimination with random forests, in which context relevant player metrics are considered and the selection of players is based on a modified genetic algorithm. American Football In the paper "Sports analytics in the NFL: classifying the winner of the superbowl", Y.F. Roumani shows an application of sports analytics in the National Football League. [Extracted from the article]

Statistics in sports plays a key role in predicting winning strategies and providing objective performance indicators. Despite the growing interest in recent years in using statistical methodologies in this field, less emphasis has been given to the multivariate approach. This work aims at using the Bayesian networks to model the joint distribution of a set of indicators of players' performances in basketball in order to discover the set of their probabilistic relationships as well as the main determinants affecting the player's winning percentage. From a methodological point of view, the interest is to define a suitable model for non-Gaussian data, relaxing the strong assumption on normal distribution in favour of Gaussian copula. Through the estimated Bayesian network, we discovered many interesting dependence relationships, providing a scientific validation of some known results mainly based on experience. At last, some scenarios of interest have been simulated to understand the main determinants that contribute to rising in the number of won games by a player. [ABSTRACT FROM AUTHOR]

A robust fuzzy clustering model for mixed data is proposed. For each variable, or attribute, a proper dissimilarity measure is computed and the clustering procedure combines the dissimilarity matrices with weights objectively computed during the optimization process. The weights reflect the relevance of each attribute type in the clustering results. A simulation study and an empirical application to football players data are presented that show the effectiveness of the proposed clustering algorithm in finding clusters that would be hidden unless a multi-attributes approach were used. [ABSTRACT FROM AUTHOR]

In this paper a weighted complex network is used to detect communities of basketball players on the basis of their performances. A sparsification procedure to remove weak edges is also applied. In our proposal, at each removal of an edge the best community structure of the "giant component" is calculated, maximizing the modularity as a measure of compactness within communities and separation among communities. The "sparsification transition" is confirmed by the normalized mutual information. In this way, not only the best distribution of nodes into communities is found, but also the ideal number of communities as well. An application to community detection of basketball players for the NBA regular season 2020–2021 is presented. The proposed methodology allows a data driven decision making process in basketball. [ABSTRACT FROM AUTHOR]

In finance, cluster analysis is a tool particularly useful for classifying stock market multivariate time series data related to daily returns, volatility daily stocks returns, commodity prices, volume trading, index, enhanced index tracking portfolio, and so on. In the literature, following different methodological approaches, several clustering methods have been proposed for clustering multivariate time series. In this paper by adopting a fuzzy approach and using the Partitioning Around Medoids strategy, we suggest to cluster multivariate financial time series by considering the dynamic time warping distance. In particular, we proposed a robust clustering method capable to neutralize the negative effects of possible outliers in the clustering process. The clustering method achieves its robustness by adopting a suitable trimming procedure to identify multivariate financial time series more distant from the bulk of data. The proposed clustering method is applied to the stocks composing the FTSE MIB index to identify common time patterns and possible outliers. [ABSTRACT FROM AUTHOR]