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Peter Whittle, 1927-2021 (Peter Whittle in 1985, by Peter ...
https://www.statslab.cam.ac.uk/~frank/PW/whittle_rss.pdf6 Sep 2021: later awarded the Nobel Prize in Economics for empirical research on cause and effect in the. ... economic phenomena. His book Probability via Expectation (1970, expanded in 2000) is an exposition of probability. -
Editorial: Special Issue on "Nonparametric Inference Under Shape …
https://www.statslab.cam.ac.uk/~rjs57/STS673.pdf29 Nov 2018: Shape-constrained proce-dures are also commonly used in economics (Matzkin,1991, Varian, 1984) and survival analysis, for instancein the interval-censoring problem and hazard func-tion estimation; see the recent ... In the first part of the paper, applica -
title style is obviously the style for all the main titles on the page
https://www.statslab.cam.ac.uk/~frank/PAPERS/FST.pdf1 Aug 2006: In the future we can expect the technologies of wireless communication, mobile computing and geographical positioning to transform the economics of transport, allowing better matching of supply to demand with unprecedented ... www.foundation.org.uk/pdf18/ -
Challenges of road pricing
https://www.statslab.cam.ac.uk/~frank/TALKS/mathsintransport.html11 Sep 2005: Review of Network Economics 3 (2004) 323-346. E.T. Verhoef and K.A. ... Small. Journal of Transport Economics and Policy 38 (2004) 127-156. -
• Ingenia 29
https://www.statslab.cam.ac.uk/~frank/PAPERS/ingenia.pdf29 Dec 2006: What are the challenges and, in particular, whattechnology, economic and networkmodelling issues need to be overcome tomake it happen? ... of existing policy instrumentshave become apparent, and the economic damage ofcongestion is rapidly increasing. -
2002 Fulkerson Lectures: background notes
https://www.statslab.cam.ac.uk/~frank/TALKS/fulkerson.html5 Dec 2004: The question is currently of considerable technological importance for communication networks, while in various other forms it has a long history in the fields of physics and economics. ... It provides a concrete, measurable example of an economic -
SISCER Module 12 Lecture 5: Instrumental variables
https://www.statslab.cam.ac.uk/~qz280/teaching/siscer-2023/L5.pdf22 Jul 2024: IV in Economics: Effect of military service on earnings (Angrist, 1990). ... American Economic Review, 80(3):313–336. Gamazon, E. R., , Wheeler, H. E., Shah, K. -
Optimization and Control
https://www.statslab.cam.ac.uk/~rrw1/oc/index2014.html9 Oct 2014: 15.5 Example: monopolist. 15.6 Example: neoclassical economic growth. 15.7 Problems with terminal conditions. ... 15.8 Neoclassical economic growth. 16 Controlled Diffusion Processes. 16.1 The dynamic programming equation. -
Road pricing
https://www.statslab.cam.ac.uk/~frank/PAPERS/herstmonceux.pdf26 Dec 2008: 3 Vickrey's first degree was in Mathematics and Electrical Engineering from Yale, and he shared the Nobel Prize for Economics in 1996. ... 6 Beckmann, M., McGuire, C.B. and Winsten, C.B. 1956 Studies in the Economics of Transportation. -
Publications | Statistical Laboratory
https://www.statslab.cam.ac.uk/publications?page=4423 Jul 2024: PharmacoEconomics. (2012). 23,. 853. (doi: 10.2165/00019053-200523080-00010). Incorporation of Uncertainty in Health Economic Modelling Studies. ... M Nuijten. – PharmacoEconomics. (2012). 23,. 851. (doi: 10.2165/00019053-200523080-00009). -
Network dimensioning in a packet switched environment
https://www.statslab.cam.ac.uk/~frank/PAPERS/dhk.html15 Feb 2010: the new economics of service provision. -
References for Ingenia article
https://www.statslab.cam.ac.uk/~frank/PAPERS/ingenia_refs.html4 Sep 2008: Vickrey's first degree was in Mathematics and Electrical Engineering from Yale, and he shared the Nobel Prize for Economics in 1996. ... In his ideal world, engineering economics would occupy a position of prominence and efficient pricing would be a -
Correlation scenarios and correlation stress testing
https://www.statslab.cam.ac.uk/~mike/QF2023/Packham.pdf14 Apr 2023: and Woebbeking, F.: Correlation scenarios and correla-. tion stress testing. Journal of Economic Behavior and Organization,. ... Natalie Packham. Professor of Mathematics and Statistics. Berlin School of Economics and Law. -
Data Mashing
https://www.statslab.cam.ac.uk/~frank/TALKS/data_mashing_RS.pdf27 Jul 2006: the legal, social, economic and political issues- service delivery, efficiency. -
An intelligent agent for optimizing QoS-for-money in priced ABR…
https://www.statslab.cam.ac.uk/~frank/PAPERS/iaabr.html25 Nov 2012: Our approach can be applied to more general cases of economic sharing of network resources, and offers new capabilities for resource management, while it is not specific to ABR. -
Publications | Statistical Laboratory
https://www.statslab.cam.ac.uk/publications?page=5323 Jul 2024: 28,. 3562. (doi: 10.1002/sim.3722). Economic issues in shared infrastructures. C Courcoubetis, RR Weber. – ... Mathematics and Financial Economics. (2009). 2,. 151. (doi: 10.1007/s11579-009-0018-x). Anderson localization in a two-particle continuous -
5. Lecture 6. Bayesian estimation Lecture 6. Bayesian estimation ...
https://www.statslab.cam.ac.uk/Dept/People/djsteaching/S1B-17-06-bayesian-4.pdf6 Feb 2017: Examples are spam filters, text and speech recognition, machine learning,bioinformatics, health economics and (some) clinical trials. -
Charging and rate control for elastic traffic ∗ Frank ...
https://www.statslab.cam.ac.uk/~frank/elastic.pdf25 Nov 2008: In economic terms,equilibrium is achieved when demand (ms) equals supply, or price timesquantity (λsxs); and further, in this case, aggregate utility is maximized. -
Two-Sample Instrumental Variable Analysis: Challenges and Some…
https://www.statslab.cam.ac.uk/~qz280/publication/two-sample-iv/slides.pdf22 Jul 2024: TheReview of Economics and Statistics, 92(3):557–561, 2010. M. Katan. Apoupoprotein e isoforms, serum cholesterol, and cancer. -
Volatility Is (Mostly) Path-Dependent Julien Guyon Ecole des Ponts ...
https://www.statslab.cam.ac.uk/~mike/QF2023/Guyon.pdf11 Apr 2023: Volatility Is (Mostly) Path-Dependent. An information-theoretical/financial economics argument. Contrary to SV models, PDV models do not require adding extra sourcesof randomness to generate rich spot-vol dynamics: they -
9. Lecture 10. Tests of homogeneity, and connections toconfidence ...
https://www.statslab.cam.ac.uk/Dept/People/djsteaching/S1B-17-10-homogeneity-CIs-4.pdf20 Feb 2017: Women MenApplied Accepted % Applied Accepted %. Computer Science 26 7 27% 228 58 25%Economics 240 63 26% 512 112 22%Engineering 164 52 32% 972 252 26%. -
Models for a self-managed Internet
https://www.statslab.cam.ac.uk/~frank/PAPERS/smi.pdf15 Apr 2009: In Workshop on Internet Service Quality Economics, MIT 1999. (See http://research.microsoft.com/research/network/disgame.htm.). ... In Workshop on Internet Service Quality Economics,MIT 1999. Zachary, S. 2000 Dynamics of large uncontrolled loss networks. -
ks_nov99.dvi
https://www.statslab.cam.ac.uk/~frank/AUCTION/auction.pdf4 Nov 1999: resources: an experimental approach. Rand Journal of Economics 20 1–25. Bernheim, B.D., M. ... Bell Journal of Economics 13 402–417. Rothkopf, M.H., A. Pekeč, R.M. -
Markov Chains Course Blog
https://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. -
Clifford Paterson Slides
https://www.statslab.cam.ac.uk/~frank/CP/CPREAD/SLIDES/HTML/cpslides.html22 Sep 1995: coordination of players (traditionally an economic issue, involving externalities and incentive compatability). -
gkjun2002.dvi
https://www.statslab.cam.ac.uk/~frank/PAPERS/tac.pdf29 May 2002: Workshop on InternetService Quality Economics, MIT 1999. Appendix. Consider a network with a set J of resources. -
CHARACTERIZING ATTAINABLE CLAIMS: A NEW PROOF MICHAEL R. TEHRANCHI ...
https://www.statslab.cam.ac.uk/~mike/papers/attainable.pdf26 Aug 2010: Journal of Economic Theory 20: 381–408.[5] J.M. Harrison and S.P. Pliska. -
ON BAYESIAN INFERENCE FOR SOME STATISTICAL INVERSEPROBLEMS WITH…
https://www.statslab.cam.ac.uk/~nickl/Site/__files/bnews.pdf6 Nov 2017: Identifying the functional param-eters f1,f2 from some observations in such a diffusionmodel is of fundamental importance in many appli-cations in modern science, e.g., in biology, physicsand economics. -
IPCost Article – Outline
https://www.statslab.cam.ac.uk/~frank/PAPERS/DHK.pdf10 May 2004: At some point, the economics of provisioning will require the charging structure for internet access to be modified to take account of QoS differences and traffic volumes, at least at the ... All of these effects mean that policy-makers and regulators, -
AN EQUILIBRIUM MODEL OF MARKET EFFICIENCY WITHBAYESIAN LEARNING:…
https://www.statslab.cam.ac.uk/~mike/papers/learning-submitted.pdf18 Feb 2015: Journal of Financial Economics 76, 271-292. [7] Çinlar, E. (2011) Probability and Stochastics. ... Economics. Letters 23, 157-161.[14] Vives, X. (1993) How fast do rational agents learn? -
93 1 TELE1RAFFIC AND DATA1RAFFIC in a Period of ...
https://www.statslab.cam.ac.uk/~frank/PAPERS/cin.pdf8 May 2009: In Arrow K J and Intriligator M D, editors, Handbook of Mathematical Economics, Vol 1, pages 285330, North Holland, 1981. -
2600523 237..252
https://www.statslab.cam.ac.uk/~frank/rate.pdf17 Sep 2001: feedback operating on fast time-scales, while fairness has. been considered an economic issue, involving static. ... is likely to lessen the distinction between engineering and. economic issues and increase the importance of an inter-. -
MAHD-CV-26.3.2018 (002)
https://www.statslab.cam.ac.uk/~mike/QF2023/MAHD-CV-26.3.2018.pdf4 Jul 2023: 1970-71 Visiting Senior Fellow, Manchester Business School. 1970 Visiting Professor of Mathematics and Economics, Institute for Quantitative Analysis of Social and Economic Policy, University of Toronto. ... 1978 D S Collat, Voting and the Formation of -
Probability Theory and Statistics in High and Infinite Dimensions ...
https://www.statslab.cam.ac.uk/~nickl/Site/__files/Abstracts.pdf19 Jun 2014: Gaussian Approximations and Bootstrap with p >> n. Victor Chernozhukov. Victor Chernozhukov, Department of Economics, MIT, 50 Memorial Drive, E52-361B,. ... Gábor Lugosi. Gábor Lugosi, Department of Economics, Pompeu Fabra University, Ramon Trias -
Maximum likelihood estimation of a multidimensional log-concave…
https://www.statslab.cam.ac.uk/~rjs57/CSSFinalLV.pdf24 Mar 2010: Theclass of log-concave densities has many attractive properties and has been well-studied, particularlyin the economics, sampling and reliability theory literature. ... See Bagnoli and Bergstrom(2005) for many other applications of log-concavity to -
Observations on the Bomber Problem Richard Weber† Third International …
https://www.statslab.cam.ac.uk/~rrw1/talks/Stanford_bomber_seminar.pdf8 Jun 2011: In: Karreman H (ed) Stochastic Optimization and Control,Wiley, pp 173–209. Knapp KC, Olson LJ (1995) The economics of conjunctive groundwatermanagement with stochastic surface supplies. -
1 Explicit Congestion Control:charging, fairness and…
https://www.statslab.cam.ac.uk/~frank/PAPERS/ecc.pdf14 Feb 2010: hand, fairness has been considered an economic issue, involving static compar-. ... and economic issues, is likely to lessen and will increase the importance of an. -
paper.dvi
https://www.statslab.cam.ac.uk/~frank/evol.pdf4 Apr 2008: then the system as awhole operates efficiently; here efficiency is defined in the economic sense thatthe share of resources allocated to each user and the overall level of resourceutilization are such -
Stability of End-to-End Algorithms for Joint Routing andRate Control…
https://www.statslab.cam.ac.uk/~frank/PAPERS/kv.pdf8 Jun 2015: 6. REFERENCES. [1] M. Beckmann, C.B. McGuire and C.B. Winsten.Studies in the Economics of Transportation. -
Lecture Notes on Causal Inference(with corrections) Qingyuan Zhao May …
https://www.statslab.cam.ac.uk/~qz280/teaching/causal-2023/notes-2021.pdf22 Jul 2024: Economics. Maths. Engineering. Computer Science. 0% 20% 40% 60% 80% 100%. ... Applications are often related to humans (biology, public health, economics, politicalsciences.). -
Publications | Statistical Laboratory
https://www.statslab.cam.ac.uk/publications?page=4123 Jul 2024: 2990. (doi: 10.1214/11-AOP729). Modelling trigonometric seasonal components for monthly economic time series. ... I Hindrayanto, JAD Aston, SJ Koopman, M Ooms. – Applied Economics. -
Optimization and Control
https://www.statslab.cam.ac.uk/~rrw1/oc/index2012.html13 Mar 2012: Applications of this course are to be found in science, economics and engineering (e.g., "insects as optimizers", "planning for retirement", "finding a parking space", "optimal gambling" and "steering a space -
Michael's major contributions to stochastic optimization and…
https://www.statslab.cam.ac.uk/~mike/QF2023/Consigli1.pdf18 Apr 2023: Outline. A short summary of Michael’s CV. Stochastic optimization, Financial Economics and Computations. ... Research path (3): Financial economics. There wouldn’t be a research area as applied stochastic optimization to economics and finance -
Origins of scaling and power law fluctuations in acompetitive ...
https://www.statslab.cam.ac.uk/~mike/QF2023/Tebaldi.pdf17 Apr 2023: 2 / 36. The challenge of Critical Phenomena in Economics. • Quantitative Finance community is setting new benchmarks and newchallenges to mainstream economic sciences! • ... Gabaix. 4 / 36. Normative vs Descriptive Models in Economics‘Economists -
visa06f-courcoubetis.dvi
https://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. ... General TermsAlgorithms, Design, Economics, Experimentation, Manage-ment, Performance. KeywordsAd-hoc grid, -
Review of elements of methodology for HS2 business case ...
https://www.statslab.cam.ac.uk/~frank/PAPERS/Review_dft.pdf5 Oct 2015: I greatly welcome the inclusion in the Economic Case for HS2 (October 2013) of distributions of. ... linear between (Q0,T0) and (Q1,T1). Otherwise, as explained in Section 8.3 of the Economic Case for. -
A study of simple charging schemes for broadband networks
https://www.statslab.cam.ac.uk/~rrw1/abstracts/c00c.html20 Sep 2011: To achieve economic efficiency, it is necessary that usage-based charging schemes capture the relative amount of resources used by connections. -
Additional notes
https://www.statslab.cam.ac.uk/~rrw1/opt1998/more.html25 Apr 1997: and social sciences (where the desire to optimize in business and economics is obvious). -
ABR pricing experiments in a real network
https://www.statslab.cam.ac.uk/~rrw1/abstracts/c97b.html20 Sep 2011: Considering aggregate user benefit, welfare economics suggests pricing schemes. -
Publications | Statistical Laboratory
https://www.statslab.cam.ac.uk/publications?page=4723 Jul 2024: 914. (doi: 10.1198/jasa.2011.tm11321). Economic Issues in Shared Infrastructures. C Courcoubetis, R Weber. – ... K Nishide, LCG Rogers. – Mathematics and Financial Economics. (2011). 5,.
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