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  2. Mathematical Models in Finance

    https://www.statslab.cam.ac.uk/~frank/finance.html
    15 Aug 2012: fertile interaction between economics and mathematics centred around martingale representations. ... that arise in economics concerning interacting systems of rational agents.
  3. Transport models

    https://www.statslab.cam.ac.uk/~frank/TALKS/tranmod.html
    18 Dec 2004: A. M. Odlyzko. Review of Network Economics 3 (2004) 323-346. ... Studies in the Economics of Transportation.
  4. Challenges of road pricing

    https://www.statslab.cam.ac.uk/~frank/TALKS/sn2006.html
    4 Nov 2006: So what's the problem with implementing road pricing? This talk will outline some of the challenges, and, in particular, some of the technology, economic and network modelling issues. ... A. M. Odlyzko, Review of Network Economics 3 (2004) 323-346.
  5. Efficient advert assignment

    https://www.statslab.cam.ac.uk/~frank/PAPERS/oaa.html
    8 Feb 2018: An earlier version was presented at the 15th ACM Conference on Economics and Computation, 2014 - abstract: Incentivized optimal advert assignment via utility decomposition.
  6. John Aston's Home Page - Publications

    https://www.statslab.cam.ac.uk/~jada2/pubs.html
    10 Jun 2021: I Hindrayanto, JAD Aston, SJ Koopman, M Ooms. Modeling trigonometric seasonal components for monthly economic time series (2013), Applied Economics, 45:3024-3034. ... RH Wang, JAD Aston, and CD Fuh. The Role of New Information in Option Pricing:
  7. Internet congestion control

    https://www.statslab.cam.ac.uk/~frank/TALKS/icc.html
    13 Apr 2002: It provides a concrete, measurable example of an economic tatonnement process, with TCP's congestion avoidance algorithms playing the role of a Walrasian auctioneer' searching for market clearing allocations.
  8. Mathematical modelling of the Internet

    https://www.statslab.cam.ac.uk/~frank/TALKS/mi.html
    30 Aug 2002: The design and control of such networks present challenges of a mathematical, engineering and economic nature.
  9. Network routing

    https://www.statslab.cam.ac.uk/~frank/PAPERS/nr.html
    8 Jun 2011: of physics and economics.
  10. Mathematics and Financial Markets

    https://www.statslab.cam.ac.uk/~frank/TALKS/mfm.html
    17 Jul 2016: Royal Society, 2009. [2] Measuring the Economic Benefits of Mathematical Science Research in the UK,.
  11. 2002 Fulkerson Lectures: background notes

    https://www.statslab.cam.ac.uk/~frank/TALKS/fulkerson.html
    5 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
  12. Publications | Statistical Laboratory

    https://www.statslab.cam.ac.uk/publications?page=46
    16 Jul 2024: 2011). 39,. 2383. (doi: 10.1214/11-aos903). Probabilistic sensitivity analysis in health economics. ... 2011). 106,. 914. (doi: 10.1198/jasa.2011.tm11321). Economic Issues in Shared Infrastructures. C Courcoubetis, R Weber. –
  13. Optimization and Control

    https://www.statslab.cam.ac.uk/~rrw1/oc/index2014.html
    9 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.
  14. Economic Issues in Shared Infrastructures Richard Weber Statistical…

    https://www.statslab.cam.ac.uk/~rrw1/talks/visa.pdf
    24 Nov 2010: Our infrastructure optimization problem. The problem of economics for infrastructure optimization is asfollows. ... The problem of economics for infrastructure optimization is asfollows. I Say how the infrastructure will be operated for possible subsetof
  15. Network routing

    https://www.statslab.cam.ac.uk/~frank/CP/CPREAD/nr.html
    14 May 1996: flow patterns as extremal values, and Nagurney [26] provides a recent review of competitive equilibrium problems including general traffic network models and related models of economic markets. ... NYT 25 December 1990, p.38. [28] Pigou, A.C. The
  16. Causal interpretations of black-box models | Qingyuan Zhao

    https://www.statslab.cam.ac.uk/~qz280/publication/pdp/
    3 Jun 2024: Publication. Journal of Business & Economic Statistics (2019). 2024. Powered by the Academic theme forCite.
  17. Curriculum Vitae

    https://www.statslab.cam.ac.uk/~qz280/files/cv.pdf
    20 Mar 2024: 2024 London School of Economics (Statistics Joint Econometrics and Statistics Seminar); Univer-sity of East Anglia. ... 15. Journal of the Americal Statistical Association. 16. Journal of Business & Economic Statistics.
  18. Regression tree algorithms with applications to missing…

    https://www.statslab.cam.ac.uk/files/whittlelectures/Trees.pdf
    12 May 2022: The lectures will present a mix of theory, methodology, andapplications, including examples from economics, medicine, public health, and automo-tive engineering.
  19. Sensitivity analysis via stochastic programming

    https://www.statslab.cam.ac.uk/~qz280/talk/icsds-2023/slides.pdf
    3 Jun 2024: Blattman, Christopher and Jeannie Annan (2010). “The Consequences of ChildSoldiering”. In: The Review of Economics and Statistics 92.4, pp. ... In:American Economic Review 93, pp. 126–132. Saltelli, Andrea et al. (2004).
  20. Tel 01223 334940 e-mail masters-assistant@christs.cam.ac.uk web:…

    https://www.statslab.cam.ac.uk/~frank/PAPERS/DfTHS2.pdf
    5 Oct 2015: the calculation of the economic benefits generated by HS2. Using the terminology of. ... Economic Case for HS2 (October 2013) of a distribution of benefit cost ratios, reflecting.
  21. Draft Memorial Tribute for the National Academy of Engineering ...

    https://www.statslab.cam.ac.uk/~frank/PW/whittle_nae.pdf
    18 Aug 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.

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