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  2. IB Optimisation: Lecture 4

    www.statslab.cam.ac.uk/~mike/optimisation/lecture4.pdf
    30 Apr 2020: Economic interpretation of supporting hyperplaneSuppose that a market for raw material sprung into existence.The shadow price λj of the j-th raw material should be the highestprice such that the ... Lagrangian necessityShadow prices. The dual
  3. Review of elements of methodology for HS2 business case ...

    www.statslab.cam.ac.uk/~frank/PAPERS/Review_dft.pdf
    5 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.
  4. Discussion of Random Projection Ensemble Classificationby Timothy I.…

    www.statslab.cam.ac.uk/~rds37/papers/CHEN_SHAH.pdf
    2 Jan 2020: Samworth. Yining ChenLondon School of Economics and Political Science, London, U.K.
  5. • Ingenia 29

    www.statslab.cam.ac.uk/~frank/PAPERS/ingenia.pdf
    29 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.
  6. Publications | Statistical Laboratory

    www.statslab.cam.ac.uk/publications?page=70
    24 Jul 2024: 2002). 111,. 299. (doi: 10.2307/4145239). Commissioned analysis of surgical performance using routine data: Lessons from the Bristol inquiry.
  7. Road pricing

    www.statslab.cam.ac.uk/~frank/PAPERS/herstmonceux.pdf
    26 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.
  8. 1 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/
  9. Pathwise Methods and Robust GANs for Pricing and Hedging -…

    www.statslab.cam.ac.uk/~mike/QF2023/Horvath.pdf
    17 Apr 2023: Statistical power of test“Signature-based validation of real-world economic scenarios” [A.B.J. ′23] numerical analysis with synthetic data in order to measure the statistical power then use it ... between models and demonstrate the potential of the
  10. Optimization and Control

    www.statslab.cam.ac.uk/~rrw1/oc/index.html
    14 Jan 2016: Ther are applications of this course in science, economics and engineering (e.g., "insects as optimizers", "planning for retirement", "finding a parking space", "optimal gambling" and "steering a space craft to ... 16.3 Example: monopolist. 16.4 Example:
  11. ex.dvi

    www.statslab.cam.ac.uk/~rrw1/stats/ex2nocom2.pdf
    22 Jan 2008: What lesson do you learn from this example? 11. (Lecture 9, Chi-squared tests of categorical data) A random sample of 59 peoplefrom the planet Krypton yielded the following results:.
  12. Figure 1: Top 20 sectors for direct mathematical sciences ...

    www.statslab.cam.ac.uk/~frank/TALKS/MToday.pdf
    6 Oct 2016: a limit order book: thresholds, recurrence, and trading strategies, http://arxiv.org/abs/1504.00579. 3 Deloitte (2012) Measuring the Economic Benefits of Math-ematical Science Research in the UK, EPSRC,
  13. Beyond convexity

    www.statslab.cam.ac.uk/~mike/QF2023/James.pdf
    12 Apr 2023: Investors should seek independent professional advice and draw their own conclusions regarding suitability of any transaction including the economic benefits, risks, legal, regulatory, credit, accounting and tax implications. ... European Economic Area:
  14. MAHD-CV-26.3.2018 (002)

    www.statslab.cam.ac.uk/~mike/QF2023/MAHD-CV-26.3.2018.pdf
    4 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
  15. Stochastic Networks Conference, 2006

    www.statslab.cam.ac.uk/~frank/TALKS/StochNet2006.pdf
    2 Jul 2006: Road Pricing: The Economic and Technical Possibilities. History • Pigou, Knight 1920s• Wardrop, Beckmann 1950s• Vickrey, Walter 1960s• Smeed Report, MoT 1964. ... Road Pricing: The Economic and Technical Possibilities. • Transport White Paper,
  16. paper.dvi

    www.statslab.cam.ac.uk/~frank/mmi.pdf
    6 Sep 2012: References. M Beckmann CB McGuire and CB Winsten Studies in the Economics of Transportation Cowles Commission Monograph Yale University. ... P Key and L Massoulie User policies in a network implementingcongestion pricing Workshop on Internet Service
  17. Benchmarking stochastic optimization approaches for pension fund…

    www.statslab.cam.ac.uk/~mike/QF2023/Consigli2.pdf
    14 Apr 2023: giorgio.consigli@ku.ac.ae. 4/39PFM methods’ benchmarking 14/04/2023 ku.ac.ae. Fundamentals of PF economics. We consider an asset-liability management (ALM) model for a defined-benefit
  18. IPCost Article – Outline

    www.statslab.cam.ac.uk/~frank/PAPERS/DHK.pdf
    10 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,
  19. Incentivizing Participation in Resource-sharing Networks Richard…

    www.statslab.cam.ac.uk/~rrw1/talks/labseminar.pdf
    11 Oct 2007: References. Public good provision with many participants, M. Hellwig, Reviewof Economic Studies (2003) 70(3):589–614. ... Economic Model. The Social Planner's Problem. Nonrivalrous, Nonexcludable Resources. The Mechanism Design Problem.
  20. jmh_obit3.dvi

    www.statslab.cam.ac.uk/~grg/papers/jmh_obit3.pdf
    14 May 2004: He spent some years commuting to Harwell before returning in 1959 as aSenior Research Officer in the Institute of Economics and Statistics.
  21. 7 Feb 2013: 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,. ). •
  22. ks_nov99.dvi

    www.statslab.cam.ac.uk/~frank/AUCTION/auction.pdf
    4 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.
  23. 2600523 237..252

    www.statslab.cam.ac.uk/~frank/rate.pdf
    17 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-.
  24. 8 May 2009: McKnight and J. P. Bailey,. editors,Internet Economics. MIT Press, 1996.13. F.
  25. Models for a self-managed Internet

    www.statslab.cam.ac.uk/~frank/PAPERS/smi.pdf
    15 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.
  26. THE DISPUTED GARMENT PROBLEM:THE MATHEMATICS OF BARGAINING &…

    www.statslab.cam.ac.uk/~rrw1/talks/mmp08.pdf
    26 Nov 2015: The Bargaining Problem’,Econometrica 18 (1950). ‘Two-person Cooperative Games’,Econometrica 21 (1953). Nobel Prize in Economics (1994). ... Game-Theoretic Analysis of a Bankruptcy Problem from theTalmud, Journal of Economic Theory (1985).
  27. 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
  28. Publications | Statistical Laboratory

    www.statslab.cam.ac.uk/publications?page=57
    24 Jul 2024: SM Pitts, K Politis. – Insurance Mathematics and Economics. (2008). 42,.
  29. Publications | Statistical Laboratory

    www.statslab.cam.ac.uk/publications?page=61
    24 Jul 2024: Health economics and the search for shunt-responsive symptomatic hydrocephalus in the elderly.
  30. paper.dvi

    www.statslab.cam.ac.uk/~frank/PAPERS/fse2ecc.pdf
    31 May 2007: Weighted proportionalfairness is a criterion with appealing properties from either an optimization,a game-theoretic or an economic viewpoint.
  31. Finance Stoch (2006) 10:553–573DOI 10.1007/s00780-006-0019-z Optimal…

    www.statslab.cam.ac.uk/~mike/papers/bond-portfolio.pdf
    13 Mar 2008: However, there are other ways todefine admissible strategies. Indeed, the integrability condition may seem unnat-ural in light of the original economic problem.
  32. pcm_proof

    www.statslab.cam.ac.uk/~frank/PAPERS/PRINCETON/pcm0052.pdf
    1 May 2006: 1956.Studies in the Economics of Transportation. CowlesCommission Monograph. New Haven, CT: Yale Univer-sity Press.
  33. L.dvi

    www.statslab.cam.ac.uk/~rrw1/oc/La5.pdf
    14 Jun 2007: There are a couple lessons in this example. (i) It is often useful to try to establishthe fact that terms over which a maximum is being taken are monotone in oppositedirections,
  34. createdbydvipdf

    www.statslab.cam.ac.uk/~rrw1/research/K3%20revised.pdf
    17 Oct 2011: report, London School of Economics& Political Science, December, 2006,http://www.cdam.lse.ac.uk/Reports/Abstracts/cdam-2006-21.html. [7] S.
  35. Publications | Statistical Laboratory

    www.statslab.cam.ac.uk/publications?page=46
    24 Jul 2024: doi: 10.1016/j.ejvs.2011.05.009). Probabilistic sensitivity analysis in health economics. G Baio, AP Dawid. –
  36. ems.dvi

    www.statslab.cam.ac.uk/~grg/papers/usems.pdf
    15 Aug 2012: It is a lesson in humility to return to the original Fortuin–Kasteleyn papers [53,55], and especially [54], where so much of the basic theory was first presented.
  37. 18 Heavy traffic on a controlled motorway F. P. ...

    www.statslab.cam.ac.uk/~frank/PAPERS/KingFest/kwroad.pdf
    24 Feb 2010: ranging from game theory, through economics to political philosophy. Here we describe a concept of fairness which is a natural extension of.
  38. book.dvi

    www.statslab.cam.ac.uk/~frank/STOCHNET/LNSN_corr/book.pdf
    14 May 2016: constructs that parallel fundamental concepts from physics or economics. such as energy or price, and which allow us to reason about the systems we. ... some ideas from physics and economics. In our study of loss networks we will have seen a network
  39. Global uniform risk bounds for wavelet deconvolution estimators

    www.statslab.cam.ac.uk/~nickl/Site/__files/AOS836.pdf
    17 Feb 2011: 201. 202 K. LOUNICI AND R. NICKL. One key lesson from the aforementioned literature is that a lower bound on theregularity of the signal is necessary to be able to estimate
  40. ASYMPTOTICS OF IMPLIED VOLATILITY FAR FROM MATURITY MICHAEL R. ...

    www.statslab.cam.ac.uk/~mike/papers/implied-vol-asymptotics.pdf
    24 Jul 2009: negative random variable S. The assumption that S = 0 is not motivated by no-arbitrageconsiderations, but can be justified on the following economic grounds: It is easy to seethat Assumption
  41. pgs2e-draft.dvi

    www.statslab.cam.ac.uk/~grg/books/pgs2e-draft.pdf
    4 Jan 2018: copy. right. Geo. ffre. y G. rimm. ett. Probability on Graphs. Random Processes. on Graphs and LatticesSecond Edition, 2018. GEOFFREY GRIMMETT. Statistical LaboratoryUniversity of Cambridge. copy. right. Geo. ffre. y G. rimm. ettGeoffrey Grimmett.
  42. Publications | Statistical Laboratory

    www.statslab.cam.ac.uk/publications?page=58
    24 Jul 2024: LCG Rogers. – Mathematics and Financial Economics. (2008). 2,. 1071. Control variates as screening functions.
  43. BriefingPukelsheimGrimmettFinalVersion-4

    www.statslab.cam.ac.uk/~grg/papers/BriefingPukelsheimGrimmettFinalVersion-4.pdf
    10 Feb 2017: The Members of the EP represent human beings, not economic performance.
  44. Publications | Statistical Laboratory

    www.statslab.cam.ac.uk/publications?page=26
    24 Jul 2024: LCG Rogers. – Mathematics and Financial Economics. (2018). 12,. 97. (doi: 10.1007/s11579-017-0198-8).
  45. Publications | Statistical Laboratory

    www.statslab.cam.ac.uk/publications?page=22
    24 Jul 2024: LCG Rogers. – Decisions in Economics and Finance. (2018). 41,. 447.
  46. Talks

    www.statslab.cam.ac.uk/~frank/TALKS/
    4 Jul 2024: MITACS meeting on Network and Internet Economics, Vancouver, May 2011. EURANDOM, Netherlands, April 2011. ... The Human Dimension of Risk, Cambridge, December 2010. Economic perspectives on congestion (abstracts).
  47. Causal interpretations of black-box models | Qingyuan Zhao

    https://www.statslab.cam.ac.uk/~qz280/publication/pdp/
    22 Jul 2024: Publication. Journal of Business & Economic Statistics (2019). 2024. Powered by the Academic theme forCite.
  48. Confounder selection via iterative graph expansion | Qingyuan Zhao

    https://www.statslab.cam.ac.uk/~qz280/talk/lse-2024/
    22 Jul 2024: Event. Joint Econometrics and Statistics Seinar. Location. London School of Economics and Political Science (LSE).
  49. References for Ingenia article

    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
  50. Frank Kelly's papers

    www.statslab.cam.ac.uk/~frank/PAPERS/
    30 Mar 2024: An earlier version was presented at the 15th ACM Conference on Economics and Computation, 2014. ... In "Internet Economics" (Editors Lee W. McKnight and Joseph P. Bailey) MIT Press, 1997.
  51. Small Data, Big Time—A retrospect of the first weeks of COVID-19 |…

    https://www.statslab.cam.ac.uk/~qz280/publication/covid-19-retrospect/
    22 Jul 2024: Finally, some lessons learned in retrospect are discussed. Type.

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