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Mark Kritzman

Massachusetts Institute of Technology (MIT) - Sloan School of Management

SCHOLARLY PAPERS

5

DOWNLOADS

443

TOTAL CITATIONS

0

Scholarly Papers (5)

1.

Prediction with Transparency: Offensive Value in Baseball

MIT Sloan Research Paper No. 7338-25
Number of pages: 34 Posted: 05 Nov 2025
State Street Corporate, Cambridge Sports Analytics, Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Downloads 265 (306,221)

Abstract:

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Central Limit Theorem, Contribution to Prediction, Fit, Grid prediction, Information theory, Informativeness, Mahalanobis distance, Relevance, Relevance-based importance, Relevance-based prediction, Shapley value, Similarity, wRC+

2.

Confidence Revisited: The Distribution of Information

MIT Sloan Research Paper No. 7336-25
Number of pages: 31 Posted: 20 Oct 2025
State Street Corporate, Massachusetts Institute of Technology (MIT) - Sloan School of Management, State Street Global Markets - State Street Associates and State Street Associates
Downloads 126 (580,653)

Abstract:

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Conformal prediction, Distribution of information, Error variance, Estimation variance, Fit, Information theory, Mahalanobis distance, Partial sample regression, Prediction grid, Relevance, Relevance-based prediction, Resampling, Solo prediction

3.

The Virtue of Transparency in Sports Analytics: An Application to NFL Quarterbacks

MIT Sloan Research Paper No. 7358-26
Number of pages: 24 Posted: 23 Feb 2026 Last Revised: 04 Mar 2026
State Street Corporate, Cambridge Sports Analytics, Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates
Downloads 52 (1,133,231)

Abstract:

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Contribution to prediction, Fit, Grid prediction, Information theory, Informativeness, Mahalanobis distance, Relevance, Relevance-based importance, Relevance-based prediction, Shapley value, Similarity

4.

The Fallacy of Concentration

MIT Sloan Research Paper No. 7316-25
Posted: 03 Sep 2025 Last Revised: 03 Jul 2026
Mark Kritzman and David Turkington
Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates

Abstract:

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Capital asset pricing model, Effective number of stocks, Efficient markets hypothesis, Excess kurtosis, Herfindahl-Herschman Index, Power law, Skewness

5.

Prediction with Incomplete Information

MIT Sloan Research Paper No. 7255-25
Posted: 09 Apr 2025 Last Revised: 03 Jul 2026
Megan Czasonis, Mark Kritzman and David Turkington
State Street Corporate, Massachusetts Institute of Technology (MIT) - Sloan School of Management and State Street Associates

Abstract:

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Adjusted Fit, Fit, Grid Prediction, Information Theory, Informativeness, Mahalanobis Distance, Relevance, Relevance-based Prediction, Similarity