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Mathematical Models in Finance
https://www.statslab.cam.ac.uk/~frank/finance.html15 Aug 2012: fertile interaction between economics and mathematics centred around martingale representations. ... that arise in economics concerning interacting systems of rational agents. -
Review of elements of methodology for HS2 business case
https://www.statslab.cam.ac.uk/~frank/PAPERS/hs2.html31 Jul 2019: I was asked to review specific elements of the methodology used to estimate the economic benefits arising from High Speed 2. -
Challenges of road pricing
https://www.statslab.cam.ac.uk/~frank/TALKS/cwi2006.html21 Dec 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. -
Mathematical modelling of the Internet
https://www.statslab.cam.ac.uk/~frank/mmi.html6 Sep 2012: The design and control of such networks present challenges of a mathematical, engineering and economic nature. -
Challenges of road pricing
https://www.statslab.cam.ac.uk/~frank/TALKS/sn2006.html4 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. -
Transport models
https://www.statslab.cam.ac.uk/~frank/TALKS/tranmod.html18 Dec 2004: A. M. Odlyzko. Review of Network Economics 3 (2004) 323-346. ... Studies in the Economics of Transportation. -
Efficient advert assignment
https://www.statslab.cam.ac.uk/~frank/PAPERS/oaa.html8 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. -
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 -
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. -
Network routing
https://www.statslab.cam.ac.uk/~frank/CP/CPREAD/nr.html14 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 -
Home Articles Slides Images CV Jason P. Miller University ...
https://www.statslab.cam.ac.uk/~jpm205/cv.html24 Feb 2023: Stanford University (September 2006 - June 2011) PhD in Mathematics. University of Michigan, Ann Arbor (2002-2006) Bachelors in Mathematics, Computer Science, and Economics (highest distinction, summa cum laude, GPA -
Mathematics and Financial Markets
https://www.statslab.cam.ac.uk/~frank/TALKS/mfm.html17 Jul 2016: Royal Society, 2009. [2] Measuring the Economic Benefits of Mathematical Science Research in the UK,. -
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 -
Mathematical modelling of the Internet
https://www.statslab.cam.ac.uk/~frank/TALKS/mi.html30 Aug 2002: The design and control of such networks present challenges of a mathematical, engineering and economic nature. -
Internet congestion control
https://www.statslab.cam.ac.uk/~frank/TALKS/icc.html13 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. -
Network routing
https://www.statslab.cam.ac.uk/~frank/PAPERS/nr.html8 Jun 2011: of physics and economics. -
Richard Weber's Publications
https://www.statslab.cam.ac.uk/~rrw1/publications/papers.html8 Nov 2013: In Second Workshop on the Economics of Peer-to-Peer Systems, Harvard University, 2004. ... C. Courcoubetis and R. R. Weber, Economic issues in shared infrastructures, IEEE/ACM Transactions on Networking, 20: 594-608, 2012. -
Publications | Statistical Laboratory
https://www.statslab.cam.ac.uk/publications?page=415 Jul 2024: doi: 10.1214/11-aop729). Modelling trigonometric seasonal components for monthly economic time series. ... I Hindrayanto, JAD Aston, SJ Koopman, M Ooms. – Applied Economics. -
Publications | Statistical Laboratory
https://www.statslab.cam.ac.uk/publications?page=495 Jul 2024: 2011). Etanercept, infliximab and adalimumab for the treatment of psoriatic arthritis: A systematic review and economic evaluation. ... RH Wang, JAD Aston, CD Fuh. – Computational Economics. (2010). 36,. -
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.
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