Data-Driven Team Selection in Fantasy Premier League Using Integer Programming and Predictive Modeling Approach

Fantasy football is a billion-dollar industry with millions of participants. Constrained by a fixed budget, decision-makers draft a squad whose players are expected to perform well in the upcoming weeks to maximize total points. This paper proposes novel deterministic and robust integer programming models that select the optimal starting eleven and the captain. A new hybrid scoring metric is constructed using an interpretable artificial intelligence framework and underlying match performance data. Several objective functions and estimation techniques are introduced for the programming model. To the best of my knowledge, this is the first study to approach fantasy football through this lens. The models' performance is evaluated using data from the 2023/24 Premier League season. Results indicate that the proposed hybrid method achieved the highest score while maintaining consistent performance. Utilizing the Monte Carlo simulation, the strategic choice of averaging techniques for estimating cost vectors, and the proposed hybrid approach are shown to be effective during the out-of-sample period. This paper also provides a thorough analysis of the optimal formations and players selected by the models, offering valuable insights into effective fantasy football strategies.