So, What’s Wrong with the Knicks?

By: Dr. Ikjyot Singh Kohli

As I write this post, the Knicks are currently 12th in the Eastern conference with a record of 22-32. A plethora of people are offering the opinions on what is wrong with the Knicks, and of course, most of it being from ESPN and the New York media, most of it is incorrect/useless, here are some examples:

  1. The Bulls are following the Knicks’ blueprint for failure and …
  2. Spike Lee ‘still believes’ in Melo, says time for Phil Jackson to go
  3. 25 reasons being a New York Knicks fan is the most depressing …
  4. Carmelo Anthony needs to escape the Knicks
  5. Another Awful Week for Knicks

A while ago, I wrote this paper based on statistical learning that shows the common characteristics for NBA playoff teams. Basically, I obtained the following important result:


This classification tree shows along with arguments in the paper, that while the most important factor in teams making the playoffs tends to be the opponent number of assists per game, there are paths to the playoffs where teams are not necessarily strong in this area. Specifically, for the Knicks, as of today, we see that:

opp. Assists / game : 22.4 > 20. 75, STL / game: 7. 2 < 8.0061, TOV / game : 14.1 < 14.1585, DRB / game: 33.8 > 29.9024, opp. TOV / game: 13.0 < 13.1585.

So, one sees that what is keeping the Knicks out of the playoffs is specifically pressure defense, in that, they are not forcing enough turnovers per game. Ironically, they are very close to the threshold, but, it is not enough.

A probability density approximation of the Knicks’ Opp. TOV/G is as follows:



This PDF has the approximate functional form:

P(oTOV) =


Therefore, by computing:

\int_{A}^{\infty} P(oTOV) d(oTOV),



where Erfc is the complementary error function, and is given by:

erfc(z) = \frac{2}{\sqrt{\pi}} \int_{z}^{\infty} e^{-t^2} dt


Given that the threshold for playoff-bound teams is more than 13.1585 opp. TOV/game, setting A = 13 above, we obtain: 0.435. This means that the Knicks have roughly a 43.5% chance of forcing more than 13 TOV in any single game. Similarly, setting A = 14, one obtains: 0.3177. This means that the Knicks have roughly a 31.77% chance of forcing more than 14 TOV in any single game, and so forth.

Therefore, one concludes that while the Knicks problems are defensive-oriented, it is specifically related to pressure defense and forcing turnovers.


 By: Dr. Ikjyot Singh Kohli, About the Author

Basketball Machine Learning Paper Updated 

I have now made a significant update to my applied machine learning paper on predicting patterns among NBA playoff and championship teams, which can be accessed here: arXiv Link . 

The Trump Rally, Really?

Today, The Dow Jones Industrial Average (DJIA) surpassed the 20,000 mark for the first time in history. At the time of the writing of this posting (12:31 PM on January 25), it is actually 20,058.29, so, I am not sure if it will close above 20,000 points, but, nevertheless, a lot of people are crediting this to Trump’s presidency, but I’m not so sure you can do that. First, the point must be made, that it is really the Obama economic policies that set the stage for this. On January 20, 2009, when Obama was sworn in, the Dow closed at 7949.089844 points. On November 8, 2016, when Trump won the election, the Dow closed at 18332.74023. So, during the Obama administration, the Dow increased by approximately 130.63%. I just wanted to make that point.

Now, the question that I wanted to investigate was would the Dow have closed past 20,000 points had Trump not been elected president. That is, assuming that the Obama administration policies and subsequent effects on the Dow were allowed to continue, would the Dow have surpassed 20,000 points.

For this, I looked at the DJIA data from January 20, 2009 (Obama’s first inauguration) to November 08, 2016 (Trump’s election). I specifically calculated the daily returns and discovered that they are approximately normally distributed using a kernel density method:


Importantly, one can calculate that the mean daily returns, \mu = 0.00045497596503813, while the volatility in daily returns, \sigma = 0.0100872666938282. Indeed, the volatility in daily returns for the DJIA was found to be relatively high during this period. Finally, the DJIA closed at 18332.74023 points on election night, November 08, 2016, which was 53 business days ago.

The daily dynamics of the DJIA can be modelled by the following stochastic differential equation:

S_{t} = S_{t-1} + \mu S_{t-1} dt + \sigma S_{t-1} dW,

where dW denotes a Wiener/Brownian motion process. Simulating this on computer, I ran 2,000,000 Monte Carlo simulations to simulate the DJIA closing price 53 business days from November 08, 2016, that is, January 25, 2017. The results of some of these simulations are shown below:


We concluded the following from our simulation. At the end of January 25, 2017, the DJIA was predicted to close at:

18778.51676 \pm 1380.42445

That is, the DJIA would be expected to close anywhere between 17398.0923062336 and 20158.94121. This range, albeit wide, is due to the high volatility of the daily returns in the DJIA, but, as you can see, it is perfectly feasible that the DJIA would have surpassed 20,000 points if Trump would not have been elected president.

Further, perhaps what is of more importance is the probability that the DJIA would surpass 20,000 points at any time during this 54-day period. We found the following:


One sees that there is an almost 20% (more precisely, 18.53%) probability that the DJIA would close above 20,000 points on January 25, 2017 had Trump not been elected president. Since, by all accounts, the DJIA exceeding 20,000 points is considered to be an extremely rare/historic event, the fact that the probability is found to be almost 20% is actually quite significant, and shows, that it is quite likely that a Trump administration actually has little to do with the DJIA exceeding 20,000 points.

Although, this simulation was just for 53 working days from Nov 08, 2016, one can see that the probability of the DJIA exceeding 20,000 at closing day is monotonically increasing with every passing day. It is therefore quite feasible to conclude that Trump being president actually has little to do with the DJIA exceeding 20,000 points, rather, one can really attribute it to the day-to-day volatility of the DJIA!

Basketball – A Game of Geometry

In a previous post, I described the most optimal offensive strategy for the Knicks based on developing relevant joint probability density functions.

In this post, I attempt a solution to the following problem:

Given 5 players on the court, how can one determine (x,y) coordinates for each player such that the spacing / distance between each player is maximized. Thus, mathematically providing a solution in which the arrangement of these 5 players is optimal from an offensive strategy standpoint. The idea is that such an arrangement of these 5 players will always stretch the defense to the maximum.

The problem is then stated as follows. Let (x_i, y_i) be the x and y coordinates of player i on the court. We wish to solve:


Problems of this type are known as multi-objective optimization problems, and in general are quite difficult to solve. Note that in setting up the coordinate system for this problem, we have for convenience placed the basket at (x,y) = (0,0), i.e., at the origin.

Now, for solving this problem we used the Non-dominated Sorting Genetic Algorithm-II (NSGA-II) in the MCO package in R.

In general, what I found were that there are many possible solutions to this problem, all of which are Pareto optimal. Here are some of these results.





Here are some more plots of of player coordinates clearly showing the origin point (which as mentioned earlier, is the location of the basket):

Each plot above shows the x-y coordinates of players on the floor such that the distance between them is a maximum. Thus, these are some possible configurations of 5 players on the floor where the defense of the opposing team would be stretched to a maximum. What is even more interesting is that in each solution displayed above, and indeed, each numerical solution we found that is not displayed here, there is at least one triangle formation. It can therefore be said that the triangle offense is amongst the most optimal offensive strategies that produces maximum spacing of offensive players while simultaneously stretching the defense to a maximum as well. Here is more on the unpredictability of the triangle offense and its structure. 

Based on these coordinates, we obtained the following distance matrices showing the maximum / optimal possible distance between player i and player j:


Above, we show 5 possible distance matrices out of the several generated for brevity. So, one can see that looking at the fifth matrix for example, players are at a maximum and optimal distance from each other if for example the distance between player 1 and 2 is 9.96 feet, while the distance between player 3 and 4 is 18.703 feet, while the distance between player 4 and 5 is 4.96 feet, and so on.

The Most Optimal Strategy for the Knicks

In a previous article, I showed how one could use data in combination with advanced probability techniques to determine the optimal shot / court positions for LeBron James. I decided to use this algorithm on the Knicks’ starting 5, and obtained the following joint probability density contour plots:

One sees that the Knicks offensive strategy is optimal if and only if players gets shots as close to the basket as possible. If this is the case, the players have a high probability of making shots even if defenders are playing them tightly. This means that the Knicks would be served best by driving in the paint, posting up, and Porzingis NOT attempting a multitude of three point shots.

By the way, a lot of people are convinced nowadays that someone like Porzingis attempting 3’s is a sign of a good offense, as it is an optimal way to space the floor. I am not convinced of this. Spacing the floor geometrically translates to a multi-objective nonlinear optimization problem. In particular, let (x_i, y_i) represent the (x-y)-coordinates of a player on the floor. Spreading the floor means one must maximize (simultaneously) each element of the following distance metric:


subject to -14 \leq x_i \leq 14, 0 \leq y_i \leq 23.75. While a player attempting 3-point shots may be one way to solve this problem, I am not convinced that it is a unique solution to this optimization problem. In fact, I am convinced that there are a multiple of solutions to this optimization problem.

This solution is slightly simpler if one realizes that the metric above is symmetric, so that there are only 11 independent components.

Analyzing Lebron James’ Offensive Play

Where is Lebron James most effective on the court?

Based on 2015-2016 data, we obtained from the following data which tracks Lebron’s FG% based on defender distance:


From, we then obtained data of Lebron’s FG% based on his shot distance from the basket:


Based on this data, we generated tens of thousands of sample data points to perform a Monte Carlo simulation to obtain relevant probability density functions. We found that the joint PDF was a very lengthy expression(!):


Graphically, this is:


A contour plot of the joint PDF was computed to be:


From this information, we can compute where/when LeBron has the highest probability of making a shot. Numerically, we found that the maximum probability occurs when Lebron’s defender is 0.829988 feet away, while Lebron is 1.59378 feet away from the basket. What is interesting is that this analysis shows that defending Lebron tightly doesn’t seem to be an effective strategy if his shot distance is within 5 feet of the basket. It is only an effective strategy further than 5 feet away from the basket. Therefore, opposing teams have the best chance at stopping Lebron from scoring by playing him tightly and forcing him as far away from the basket as possible.