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  2. Mathematics and Financial Markets The David Crighton Lecture 2016

    www.statslab.cam.ac.uk/~frank/TALKS/crighton_annotated.pdf
    14 May 2016: From Measuring the Economic Benefits of Mathematical ScienceResearch in the UK.
  3. Clifford Paterson Lecture - further reading.

    www.statslab.cam.ac.uk/~frank/CP/CPREAD/
    26 Apr 2009: The current draft of a paper on pricing and effective bandwidths that I presented at the recent Internet Economics Workshop. ... If you are interested in either of these areas, do let me know (atand Nicholas Economides' Economics of Networks' are sources
  4. STATISTICAL MODELLING Part IICPractical 3: Linear regression using R…

    www.statslab.cam.ac.uk/~rds37/teaching/statistical_modelling/Practical3.pdf
    6 Feb 2015: However, there is an important lesson to be learnt here. The way to interpret the negative coefficientis not that taller people have lower IQs, but that for a unit increase in
  5. A Novel Approach to Spatially Indexed Functional Data AnalysisLuke ...

    www.statslab.cam.ac.uk/~lab85/resources/RSS%20Poster%20-%20LA%20Barratt%20and%20JAD%20Aston.pdf
    31 Aug 2023: The spatial observation of functional data is also common in manyother fields, including meteorology, economics, neuroscience and ecology.
  6. Tariffs, policing and admission control

    www.statslab.cam.ac.uk/~frank/PAPERS/tariff.html
    19 Feb 2022: An earlier version of this paper was presented at the MIT Workshop on Internet Economics in March 1995.
  7. 9. Lecture 10. Tests of homogeneity, and connections toconfidence ...

    www.statslab.cam.ac.uk/Dept/People/djsteaching/S1B-17-10-homogeneity-CIs.pdf
    20 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%.
  8. 9 Feb 2010: SHARP THRESHOLDS FOR THE. RANDOM-CLUSTER AND ISING MODELS. BENJAMIN GRAHAM AND GEOFFREY GRIMMETT. Abstract. A sharp-threshold theorem is proved for box-crossing proba-bilities on the square lattice. The models in question are the random-clustermodel
  9. t.dvi

    www.statslab.cam.ac.uk/~rrw1/timeseries/t.pdf
    21 Sep 2005: Time series. data occur naturally in many application areas. • economics - e.g., monthly data for unemployment, hospital admissions, etc.• finance - e.g., daily exchange rate, a share price, etc.• environmental -
  10. Mathematical Models in Finance

    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.
  11. Review of elements of methodology for HS2 business case

    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.
  12. Challenges of road pricing

    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.
  13. C:JMNSC*-1MNSC0455.DVI

    www.statslab.cam.ac.uk/~frank/PAPERS/aks_final.pdf
    2 Jul 2007: a review of the basic economic theory of con-gestion pricing, see MacKie-Mason and Varian 1995.)One natural approach involves the owner of the linkbeing paid based on the number
  14. 15 Mar 2016: Also, λ. (b) 0. In light of Theorem 2.5, Lagrange multipliers are also known as shadow prices, dueto an economic interpretation of the problem to. ... to φ(b)/bi. In this context, complementaryslackness corresponds to the basic economic principle that
  15. Mathematical modelling of the Internet

    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.
  16. 9. Lecture 10. Tests of homogeneity, and connections toconfidence ...

    www.statslab.cam.ac.uk/Dept/People/djsteaching/S1B-17-10-homogeneity-CIs-4.pdf
    20 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%.
  17. Optimization and Control

    www.statslab.cam.ac.uk/~rrw1/oc/index2013.html
    15 Sep 2014: 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 ... 15.7 Neoclassical economic growth. 16
  18. SISCER Module 12 Lecture 5: Instrumental variables

    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.
  19. Acknowledgements

    www.statslab.cam.ac.uk/~frank/TALKS/RoySoc99/tsld002.htm
    15 Dec 1999: Microsoft Research: Paul Barham, Peter Key, Koenraad Laevens, Derek McAuley. Economics: Robin Mason.
  20. Sensitivity analysis via stochastic programming

    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).
  21. Mendelian randomization

    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.
  22. Stochastic Networks

    www.statslab.cam.ac.uk/~frank/pref.html
    25 Jul 2004: stochastic economic lot scheduling problem.
  23. Sensitivity analysis for observational studies: Past, Present, and…

    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
  24. John Hammersley

    www.statslab.cam.ac.uk/~grg/papers/ham1-ph.html
    14 May 2004: He spent some years commuting to Harwell before returning in 1959 as a Senior Research Officer in the Institute of Economics and Statistics.
  25. Simultaneous Hypothesis Testing using Internal Negative Controls…

    www.statslab.cam.ac.uk/~qz280/publication/ranc/slides.pdf
    22 Jul 2024: Lesson. Good methodological ideas may hide in. the old literature;. the most recent literature;.
  26. STATISTICAL MODELLING Part IIC, Michaelmas 2021Practical 3: Linear…

    www.statslab.cam.ac.uk/~qz280/teaching/modelling-2022/P3.pdf
    22 Jul 2024: However, there is an important lesson to be learnt here. The way to interpret the negative coefficientis not that taller people have lower IQs, but that for a unit increase in
  27. SISCER Module 12 Lecture 6: Negative Controls and…

    www.statslab.cam.ac.uk/~qz280/teaching/siscer-2023/L6.pdf
    22 Jul 2024: 2020). Can labor market policies reduce deaths ofdespair? Journal of health economics, 74:102372.
  28. STATISTICAL MODELLING Part IIC, Michaelmas 2021 Practical 8:…

    www.statslab.cam.ac.uk/~qz280/teaching/modelling-2022/P8.pdf
    22 Jul 2024: The first row records the meeting of a male Economics student and a female Law student, which didnot result in a match (match is 0).
  29. BETS: The dangers of selection bias in early analyses ...

    www.statslab.cam.ac.uk/~qz280/talk/yale-biostats-2020/slides.pdf
    22 Jul 2024: 2 Base statistical inference on first principles. Final Lesson:. Data Quality Better Design Data Quantity Better Model.
  30. Two-Sample Instrumental Variable Analysis: Challenges and Some…

    www.statslab.cam.ac.uk/~qz280/publication/two-sample-iv/slides.pdf
    22 Jul 2024: TheReview of Economics and Statistics, 92(3):557–561, 2010. M. Katan. Apoupoprotein e isoforms, serum cholesterol, and cancer.
  31. Curriculum Vitae

    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.
  32. paper.dvi

    www.statslab.cam.ac.uk/~frank/CP/cp.pdf
    26 Apr 2009: of anengineering nature concerning stability and control over fast timescales Othersare of an economic nature involving coordination between distinct commercialentities In the development of standards technical and commercial aspects areoften
  33. 1 Explicit Congestion Control:charging, fairness and…

    www.statslab.cam.ac.uk/~frank/PAPERS/ecc.pdf
    14 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.
  34. gkjun2002.dvi

    www.statslab.cam.ac.uk/~frank/PAPERS/tac.pdf
    29 May 2002: Workshop on InternetService Quality Economics, MIT 1999. Appendix. Consider a network with a set J of resources.
  35. A POWER-WEIGHTED VARIANT OF THE EU27 CAMBRIDGE COMPROMISE G. ...

    www.statslab.cam.ac.uk/~grg/papers/USmss8rev1.pdf
    2 Sep 2011: 12. Theil, H., Schrage, L. (1977). The apportionment problem and the European Parliament.European Economic Review 9, 247–263.
  36. 28 Aug 2007: other training sample sizes. The lessons that we learned from the other simulation.
  37. 8 Jun 2015: 6. REFERENCES. [1] M. Beckmann, C.B. McGuire and C.B. Winsten.Studies in the Economics of Transportation.
  38. 8 Mar 2016: 6516.2 Problems in which time appears explicitly. 6616.3 Example: monopolist. 6616.4 Example: neoclassical economic growth. ... It is useful in the studyof a multitude of dynamical systems, in biology, communications, manufacturing, heathservices, finance
  39. Multi-armed Bandits and the Gittins Index Richard Weber Statistical…

    www.statslab.cam.ac.uk/~rrw1/talks/msft_bandits_seminar.pdf
    7 Feb 2012: Achievable Performance Region Approach. • Many applications (economics, engineering,. ). What has Happened Since 1989? • ... Playing golf with N balls. Achievable Performance Region Approach. • Many applications (economics, engineering,. ). •
  40. STATISTICAL MODELLING Part IICPractical 8: Contingency tables and…

    www.statslab.cam.ac.uk/~rds37/teaching/statistical_modelling/Practical8.pdf
    11 Mar 2015: The first row records the meeting of a male Economics student and a female Law student, which did notresult in a match (match is 0). ... levels(SD_subj$subject_f) <- c("ArtsHumanities", "EconLaw", "EconLaw", "Sciences"). Now we need to add the
  41. ON BAYESIAN INFERENCE FOR SOME STATISTICAL INVERSEPROBLEMS WITH…

    www.statslab.cam.ac.uk/~nickl/Site/__files/bnews.pdf
    6 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.
  42. exsheet.dvi

    www.statslab.cam.ac.uk/~rrw1/oc/exsheet2010.pdf
    16 Oct 2010: 8. In the neoclassical economic growth model, x is the existing capital per worker andu is consumption of capital per worker.
  43. 29 Nov 2014: 6416.2 Problems in which time appears explicitly. 6516.3 Example: monopolist. 6516.4 Example: neoclassical economic growth. ... It is useful in the studyof a multitude of dynamical systems, in biology, telecommunications, manufacturing,heath services,
  44. 24 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
  45. List of Participants Radoslaw Adamczak University of Warsaw Mélisande …

    www.statslab.cam.ac.uk/~nickl/Site/__files/List%20of%20Participants.pdf
    12 Jun 2014: Na Huang London School of Economics Arnold Janssen University of Dusseldorf Ata Kaban University of Birmingham Adam Kashlak University of Cambridge Gerard Kerkyacharian Université Paris VII Arlene Kim University of Cambridge
  46. 5. Lecture 6. Bayesian estimation Lecture 6. Bayesian estimation ...

    www.statslab.cam.ac.uk/Dept/People/djsteaching/S1B-17-06-bayesian.pdf
    6 Feb 2017: Examples are spam filters, text and speech recognition, machine learning,bioinformatics, health economics and (some) clinical trials.
  47. 13 Jun 2014: It is well known in the economic literature that market clearing prices that equateto marginal utility will maximize aggregate utility.
  48. Probability Theory and Statistics in High and Infinite Dimensions ...

    www.statslab.cam.ac.uk/~nickl/Site/__files/Abstracts.pdf
    19 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
  49. Harry Kesten (1931–2019) A personal and scientific tribute Geoffrey…

    www.statslab.cam.ac.uk/~grg/papers/kesten-ams3-small.pdf
    20 Mar 2020: Exciting and beau-tiful problems were formulated and solved, and con-nections with other fields of mathematics and science,both physical and socio-economic, were established.The general area attracted a
  50. 22 May 2013: 6615.4 Problems in which time appears explicitly. 6615.5 Example: monopolist. 6715.6 Example: neoclassical economic growth.
  51. John Michael Hammersley JOHN MICHAEL HAMMERSLEY21 March 1920 — ...

    www.statslab.cam.ac.uk/~grg/papers/jmh_biom.pdf
    31 Aug 2007: He returned to Oxford in 1959 as Senior Research Officer at theInstitute of Economics and Statistics. ... He considered it a virtue to use computing resources in an economic andefficient manner, and this attitude remained with him all his life.

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