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Mathematical Models in Finance
www.statslab.cam.ac.uk/~frank/finance.html15 Aug 2012: Mathematical Models in Finance. (Ed S.D. Howison, F.P. Kelly and P. ... R. Hensel. Making Money from Mathematical Models,. David Harding. Path-Dependent Options and Transaction Costs,. -
History of the Statistical Laboratory | Statistical Laboratory
www.statslab.cam.ac.uk/history-statistical-laboratory26 Jul 2024: Aitken obliged. Courses were of course given for the Mathematical Tripos as well as for the Diploma. ... In the following year, 1957, Henry Daniels himself left to take up the Chair of Mathematical Statistics at Birmingham. -
Michael's major contributions to stochastic optimization and…
www.statslab.cam.ac.uk/~mike/QF2023/Consigli1.pdf18 Apr 2023: 3) From mathematical economics for prediction of budget cycles in U.S.[MAHD with Davis and A.Wildavsky(1966), MAHD with Davis and Wildavsky(1974)] throughearly decision support systems [MAHD and ... Mathematical models for decision support 48, 415–440. -
Markov Chains Course Blog
www.statslab.cam.ac.uk/~rrw1/markov/blog.html4 Sep 2012: statistics, economics and finance, social sciences, mathematical biology, games, music, baseball and text generation. ... alpha). LaTeX is the language in which my lecture notes (and almost all modern mathematical papers) are written. -
Causal Inference
www.statslab.cam.ac.uk/~qz280/teaching/causal-2023/slides.pdf22 Jul 2024: Judea Pearl (Turing Award, 2011); Joshua Angrist & Guido Imbens (Nobel Memorial Prize in Economics, 2021); James Robins, Miguel Hernán, Thomas Richardson, Andrea Rotnitzky, & Eric. ... Repeated sampling. Setting: Neyman-Rubin model, A = {0,1}, -
Draft Memorial Tribute for the National Academy of Engineering ...
www.statslab.cam.ac.uk/~frank/PW/whittle_nae.pdf18 Aug 2021: mathematical economics which might be pursued by someone technically based in. ... providing the mathematical foundations for central areas of engineering and economics. -
Peter Whittle, 1927-2021 (Peter Whittle in 1985, by Peter ...
www.statslab.cam.ac.uk/~frank/PW/whittle_rss.pdf6 Sep 2021: such as control theory, communications theory and mathematical economics which might. ... providing the mathematical foundations for central areas of engineering and economics. -
MAHD-CV-26.3.2018 (002)
www.statslab.cam.ac.uk/~mike/QF2023/MAHD-CV-26.3.2018.pdf4 Jul 2023: Invited speaker, Manchester Leeds Workshop on Mathematical. Economics and Finance, Manchester Business School, May. ... Mathematical Economics (Econ, Oxford, variously with M O L Bacharach, A K Dixit, J L Enos, J A Mirrlees, R D Portes and J E Stiglitz). -
visa06f-courcoubetis.dvi
www.statslab.cam.ac.uk/~rrw1/research/visa09.pdf20 Jan 2011: Economic Issues in Shared Infrastructures. Costas Courcoubetis. Department of Computer ScienceAthens University of Economics and Business. ... In Steven N.Durlauf and Lawrence E. Blume, editors, The NewPalgrave Dictionary of Economics Online. -
93 1 TELE1RAFFIC AND DATA1RAFFIC in a Period of ...
www.statslab.cam.ac.uk/~frank/PAPERS/cin.pdf8 May 2009: Dynamic Routing In Fully Connected Networks. IMA Journal of Mathematical Control and Information, 7:77-111, 1990. ... In Arrow K J and Intriligator M D, editors, Handbook of Mathematical Economics, Vol 1, pages 285330, North Holland, 1981.
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