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  2. Richard Weber's Biography

    https://www.statslab.cam.ac.uk/~rrw1/mystuff/biog.html
    27 Sep 2017: Hisand books range over the fields of applied probabilitiy, optimization, statistics, economics, and computer science. ... He has written on problems in stochastic scheduling, Gittins index, queueing theory, large deviations, stochastic networks,
  3. 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.
  4. 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.
  5. Review of elements of methodology for HS2 business case

    https://www.statslab.cam.ac.uk/~frank/PAPERS/hs2.html
    31 Jul 2019: I was asked to review specific elements of the methodology used to estimate the economic benefits arising from High Speed 2.
  6. Challenges of road pricing

    https://www.statslab.cam.ac.uk/~frank/TALKS/cwi2006.html
    21 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.
  7. Mathematical modelling of the Internet

    https://www.statslab.cam.ac.uk/~frank/mmi.html
    6 Sep 2012: The design and control of such networks present challenges of a mathematical, engineering and economic nature.
  8. 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.
  9. 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.
  10. 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.
  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. 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,.
  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. 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
  15. SISCER Module 12 Lecture 5: Instrumental variables

    https://www.statslab.cam.ac.uk/~qz280/teaching/siscer-2023/L5.pdf
    22 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.
  16. Home Articles Slides Images CV Jason P. Miller University ...

    https://www.statslab.cam.ac.uk/~jpm205/cv.html
    24 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
  17. References for Ingenia article

    https://www.statslab.cam.ac.uk/~frank/PAPERS/ingenia_refs.html
    4 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
  18. Sensitivity analysis via stochastic programming

    https://www.statslab.cam.ac.uk/~qz280/talk/icsds-2023/slides.pdf
    22 Jul 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).
  19. 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.
  20. 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.
  21. Network routing

    https://www.statslab.cam.ac.uk/~frank/PAPERS/nr.html
    8 Jun 2011: of physics and economics.
  22. Richard Weber's Publications

    https://www.statslab.cam.ac.uk/~rrw1/publications/papers.html
    8 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.
  23. Publications | Statistical Laboratory

    https://www.statslab.cam.ac.uk/publications?page=49
    23 Jul 2024: 2011). 8,. 403. (doi: 10.1214/11-ps185). 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,.
  24. BETS: The dangers of selection bias in early analyses ...

    https://www.statslab.cam.ac.uk/~qz280/talk/ido-2021/slides.pdf
    22 Jul 2024: 2 Base statistical inference on first principles. Final Lesson:. Data Quality Better Design Data Quantity Better Model.
  25. Publications | Statistical Laboratory

    https://www.statslab.cam.ac.uk/publications?page=41
    23 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.
  26. Challenges of road pricing

    https://www.statslab.cam.ac.uk/~frank/TALKS/mathsintransport.html
    11 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.
  27. Mendelian randomization

    https://www.statslab.cam.ac.uk/~qz280/talk/mr-tutorial/slides.pdf
    22 Jul 2024: 7/40. IV in Economics: Effect of military service on earnings2. Lottery number Z Military service X Earning Y. ... administrative records. American Economic Review, 80(3), 313–336. 8/40. Results of the Vietnam-war lottery study.
  28. Sensitivity analysis for observational studies: Past, Present, and…

    https://www.statslab.cam.ac.uk/~qz280/talk/uea-2024/slides.pdf
    22 Jul 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. Rosenbaum, P. R. (1987). “Sensitivity analysis for
  29. Network dimensioning in a packet switched environment

    https://www.statslab.cam.ac.uk/~frank/PAPERS/dhk.html
    15 Feb 2010: the new economics of service provision.
  30. A study of simple charging schemes for broadband networks

    https://www.statslab.cam.ac.uk/~rrw1/abstracts/c00c.html
    20 Sep 2011: To achieve economic efficiency, it is necessary that usage-based charging schemes capture the relative amount of resources used by connections.
  31. ABR pricing experiments in a real network

    https://www.statslab.cam.ac.uk/~rrw1/abstracts/c97b.html
    20 Sep 2011: Considering aggregate user benefit, welfare economics suggests pricing schemes.
  32. Optimization and Control

    https://www.statslab.cam.ac.uk/~rrw1/oc/index2012.html
    13 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
  33. An intelligent agent for optimizing QoS-for-money in priced ABR…

    https://www.statslab.cam.ac.uk/~frank/PAPERS/iaabr.html
    25 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.
  34. Additional notes

    https://www.statslab.cam.ac.uk/~rrw1/opt1998/more.html
    25 Apr 1997: and social sciences (where the desire to optimize in business and economics is obvious).
  35. paper.dvi

    https://www.statslab.cam.ac.uk/~frank/evol.pdf
    4 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
  36. Volatility Is (Mostly) Path-Dependent Julien Guyon Ecole des Ponts ...

    https://www.statslab.cam.ac.uk/~mike/QF2023/Guyon.pdf
    11 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
  37. MATHEMATICAL TRIPOS: PART II Lent Term 2016 OPTIMIZATION AND ...

    https://www.statslab.cam.ac.uk/~rrw1/oc/exsheetoc.pdf
    28 Feb 2016: 10. In the neoclassical economic growth model, x is the existing capital per worker and u is consump-tion of capital per worker.
  38. oheads.dvi

    https://www.statslab.cam.ac.uk/~rrw1/stats/oheads.pdf
    18 Jan 2007: Economics 240 63 26 512 112 22. Engineering 164 52 32 972 252 26.
  39. AN EQUILIBRIUM MODEL OF MARKET EFFICIENCY WITHBAYESIAN LEARNING:…

    https://www.statslab.cam.ac.uk/~mike/papers/learning-submitted.pdf
    18 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?
  40. Data Mashing

    https://www.statslab.cam.ac.uk/~frank/TALKS/data_mashing_RS.pdf
    27 Jul 2006: the legal, social, economic and political issues- service delivery, efficiency.
  41. Network models in banking 1. How do banks benefit ...

    https://www.statslab.cam.ac.uk/~rrw1/talks/weber-wharton-seminar.pdf
    1 Jul 2009: Lesson: try to reduce prevalence of common neighbours. ‘triangles are bad’.
  42. A More General Pandora’s Rule Richard Weber, University of ...

    https://www.statslab.cam.ac.uk/~rrw1/talks/LSEseminar13113.pdf
    14 Nov 2013: 5/57 ,. Varian’s problem: ‘economics and search’. Hal Varian (1999) put Weitzman’s problem like this:. ... If time for two books, show Lonely Planet. 6/57 ,. Varian’s problem: ‘economics and search’.
  43. Charging and rate control for elastic traffic ∗ Frank ...

    https://www.statslab.cam.ac.uk/~frank/elastic.pdf
    25 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.
  44. TRANSPORT NETWORKS AND THEIR USE: HOW REALCAN MODELLING GET? ...

    https://www.statslab.cam.ac.uk/~frank/TALKS/allsop_rs.pdf
    21 Sep 2007: It is a means ofovercoming physical separation for the purpose of economic, social cultural and personal activity. ... Utrecht: VSP. [18] Watling D and M L Hazelton (2003) The dynamics and equilibria of day-to-day assignment models.Networks and Spatial
  45. PARALLEL SHIFTS OF AT-THE-MONEY IMPLIEDVOLATILITY MICHAEL R.…

    https://www.statslab.cam.ac.uk/~mike/papers/ATM-IV.pdf
    21 Dec 2009: The lesson is that naive modellingof the implied volatility term structure — for instance, assuming thatit moves only by parallel shifts — may introduce arbitrage.
  46. BETS: The dangers of selection bias in early analyses ...

    https://www.statslab.cam.ac.uk/~qz280/talk/osu-2020/slides.pdf
    22 Jul 2024: 2 Base statistical inference on first principles. Final Lesson:. Data Quality Better Design Data Quantity Better Model.
  47. Causal Inference: An Introduction Qingyuan Zhao Statistical…

    https://www.statslab.cam.ac.uk/~qz280/talk/ssrmp-2020/slides.pdf
    22 Jul 2024: Economics, education, psychology, and other social sciences;. Artificial intelligence and computer science;. ... Examples in social sciences. 1 Economics: How does supply and demand (causally) depend on price?
  48. Small Data, Big Time—A retrospect of the first weeks of COVID-19

    https://www.statslab.cam.ac.uk/~qz280/publication/covid-19-retrospect/paper.pdf
    22 Jul 2024: Finally, some lessons for statisticiansare discussed.Keywords: Infectious disease modeling; Selection bias; COVID-19; Model diagnostics. ... 4 Discussion and lessons learned. This article has reviewed some of the most consequential outbreak analyses
  49. Will competition-winning methods for causal inference also succeed in …

    https://www.statslab.cam.ac.uk/~qz280/publication/acic-competition-comment/paper.pdf
    22 Jul 2024: REFERENCES. Angrist, J. D. and Krueger, A. B. (1999). Empirical strategies in labor economics. ... TheAmerican Economic Review Papers and Proceedings 93 126-132. Keele, L. and Small, D.
  50. Publications | Statistical Laboratory

    https://www.statslab.cam.ac.uk/publications?page=47
    23 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,.
  51. Confounder adjustment in large-scale linear structural models

    https://www.statslab.cam.ac.uk/~qz280/publication/cate-mutual-fund/slides.pdf
    22 Jul 2024: Journal of Financial Economics, 33(1).7. Carhart, M. M. (1997). “On persistence in mutual fund performance.” Journal of Finance, 52(1).

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