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Our approach combines modeling of players' fantasy points and subsequent lineup optimization. The distribution of fantasy points was estimated using an ensemble of generative models. We designed a mixed\u2010integer quadratic program to optimize not only the average fantasy points but also the variance and covariance of players' fantasy points to exploit the top\u2010heavy payout structures. We tested our approach on real\u2010world data. Over eight weeks, the model generated a profit of \u20ac2439 with an initial investment of \u20ac7133, resulting in a return on investment of over 34%.<\/jats:p>","DOI":"10.1111\/itor.13344","type":"journal-article","created":{"date-parts":[[2023,7,4]],"date-time":"2023-07-04T07:20:41Z","timestamp":1688455241000},"page":"1515-1532","update-policy":"https:\/\/linproxy.fan.workers.dev:443\/https\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":2,"title":["Competing in daily fantasy sports using generative models"],"prefix":"10.1111","volume":"31","author":[{"given":"David","family":"Ml\u010doch","sequence":"first","affiliation":[{"name":"Czech Technical University in Prague Prague 6 16636 Czech Republic"}]},{"ORCID":"https:\/\/linproxy.fan.workers.dev:443\/https\/orcid.org\/0000-0003-4449-0083","authenticated-orcid":false,"given":"Ond\u0159ej","family":"Hub\u00e1\u010dek","sequence":"additional","affiliation":[{"name":"Czech Technical University in Prague Prague 6 16636 Czech Republic"}]}],"member":"311","published-online":{"date-parts":[[2023,7,4]]},"reference":[{"key":"e_1_2_9_2_1","doi-asserted-by":"publisher","DOI":"10.2478\/ijcss-2020-0008"},{"key":"e_1_2_9_3_1","doi-asserted-by":"publisher","DOI":"10.1515\/jqas-2013-0009"},{"key":"e_1_2_9_4_1","doi-asserted-by":"publisher","DOI":"10.1080\/03155986.2017.1279899"},{"key":"e_1_2_9_5_1","unstructured":"Bonello N. Beel J. Lawless S. Debattista J. 2019.Multi\u2010stream data analytics for enhanced performance prediction in fantasy football.https:\/\/linproxy.fan.workers.dev:443\/https\/doi.org\/10.48550\/arXiv.1912.07441."},{"key":"e_1_2_9_6_1","doi-asserted-by":"publisher","DOI":"10.1111\/itor.12068"},{"key":"e_1_2_9_7_1","doi-asserted-by":"publisher","DOI":"10.1137\/15M1020575"},{"key":"e_1_2_9_8_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1083-6101.2007.00370.x"},{"key":"e_1_2_9_9_1","first-page":"1","article-title":"How to play strategically in fantasy sports (and win)","volume":"67","author":"Haugh M.B.","year":"2020","journal-title":"Management Science"},{"key":"e_1_2_9_10_1","doi-asserted-by":"publisher","DOI":"10.1093\/imaman\/dpab029"},{"key":"e_1_2_9_11_1","unstructured":"Hunter D.S. Vielma J.P. Zaman T. 2016.Picking winners using integer programming. 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Chalkiadakis G. 2012.Competing with humans at fantasy football: team formation in large partially\u2010observable domains.Proceedings of the AAAI Conference on Artificial Intelligence Vol.26.https:\/\/linproxy.fan.workers.dev:443\/https\/doi.org\/10.1609\/aaai.v26i1.8259.","DOI":"10.1609\/aaai.v26i1.8259"},{"key":"e_1_2_9_18_1","unstructured":"Ml\u010doch D. Hub\u00e1\u010dek O. 2023.Soccer DFS dataset. Available athttps:\/\/linproxy.fan.workers.dev:443\/https\/github.com\/IDA\u2010CTU\/soccer\u2010dfs\u2010dataset."},{"key":"e_1_2_9_19_1","unstructured":"Newell S. 2017.Optimizing daily fantasy sports contests through stochastic integer programming. Ph.D. thesis Kansas State University Manhattan KS."}],"container-title":["International Transactions in Operational Research"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/linproxy.fan.workers.dev:443\/https\/onlinelibrary.wiley.com\/doi\/pdf\/10.1111\/itor.13344","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,1,24]],"date-time":"2024-01-24T11:53:48Z","timestamp":1706097228000},"score":1,"resource":{"primary":{"URL":"https:\/\/linproxy.fan.workers.dev:443\/https\/onlinelibrary.wiley.com\/doi\/10.1111\/itor.13344"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023,7,4]]},"references-count":18,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2024,5]]}},"alternative-id":["10.1111\/itor.13344"],"URL":"https:\/\/linproxy.fan.workers.dev:443\/https\/doi.org\/10.1111\/itor.13344","archive":["Portico"],"relation":{},"ISSN":["0969-6016","1475-3995"],"issn-type":[{"value":"0969-6016","type":"print"},{"value":"1475-3995","type":"electronic"}],"subject":[],"published":{"date-parts":[[2023,7,4]]},"assertion":[{"value":"2022-05-03","order":0,"name":"received","label":"Received","group":{"name":"publication_history","label":"Publication History"}},{"value":"2023-06-17","order":1,"name":"accepted","label":"Accepted","group":{"name":"publication_history","label":"Publication History"}},{"value":"2023-07-04","order":2,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}