Dr. Schumaker was invited to present to Seattle Pacific University in Seattle, WA on May 15, 2019 on “Becoming a Data Scientist” and “Lessons from the Future: Predictions in Finance, Sports and Medicine.”

Dr. Schumaker was featured in a segment by Jeff Wright on “UT Tyler Professor Explains How Sports Analytics Could Predict Super Bowl 53 Winner” for KLTV.com.

The article can be accessed here.

Dr. Schumaker was interviewed live by Jen Moynihan on “The Science of Sports Analytics” for The Noon Show.

Dr. Schumaker was interviewed live by Jeremy Butler on “Analytics and Superbowl LIII” for East Texas Now.

Dr. Schumaker was invited to present to the ACM Student Chapter of National Institute of Applied Science and Technology in Tunis, Tunisia on April 7, 2019 on “Becoming a Data Scientist.”

New publication available here.

Machine learning techniques have shown their usefulness in accurately predicting greyhound races. Many of the studies within this domain focus on two things; win-only wagers and using a very particular combination of race history. Our study investigates altering these properties and studying the results. In particular we found a race history combination that optimizes our S&C Racing system’s predictions on seven different wager types. From this, S&C Racing posted an impressive 50.44% accuracy in selecting winning wagers with a payout of $609.34 and a betting return of $10.06 per dollar wagered.

A new publication is available.

What effect does a financial news article have on stock price? To answer this question we investigate stock price movements within the minutes following financial news releases, broken down by media outlet, time of release and article sentiment. Our data shown a Sharpe ratio (a measure for calculating risk-adjusted return) of 1.81 versus a random dataset of ‑0.06, indicating significant price movement immediately following article release. Second, we found that articles released through WSJ, Reuters – UK Focus, NYT and FT all experienced significant positive returns, whereas articles in Barrons, MarketWatch, Forbes and Bloomberg experienced significant negative returns. Third, we found that articles released at certain times had abnormally high price movements associated with them, more so than random chance. Lastly we discovered a minority of positive news articles trending upwards and suddenly reversing direction following a financial news article release. In one particular case there was a period of several days where the release of IBM articles triggered large price declines with steady prices otherwise. We believe these findings could be used by companies as a form of stock price management.

Dr. Schumaker was keynote at the IEEE International Conference on Advances in Big Data, Computing and Data Communication Systems (icABCD) on August 7, 2018 on “Lessons from the Future: Predictions in Finance, Sports and Medicine.”

Dr. Schumaker was keynote at the Institute of Engineering and Management (IEM) – Kolkata on July 28, 2018 on “Becoming a Data Scientist.” This lecture is part of the ACM’s Distinguished Speakers Program.

Dr. Schumaker was keynote at the University of Engineering and Management (UEM) – Jaipur on July 26, 2018 on “Machine Learning the Harness Track: Crowdsourcing and Varying Race History.” This lecture is part of the ACM’s Distinguished Speakers Program.