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A More General Pandora’s Rule Richard Weber, University of ...
www.statslab.cam.ac.uk/~rrw1/talks/LSEseminar13113.pdf14 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’. -
Charging and rate control for elastic traffic ∗ Frank ...
www.statslab.cam.ac.uk/~frank/elastic.pdf25 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. -
TRANSPORT NETWORKS AND THEIR USE: HOW REALCAN MODELLING GET? ...
www.statslab.cam.ac.uk/~frank/TALKS/allsop_rs.pdf21 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 -
PARALLEL SHIFTS OF AT-THE-MONEY IMPLIEDVOLATILITY MICHAEL R.…
www.statslab.cam.ac.uk/~mike/papers/ATM-IV.pdf21 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. -
5. Lecture 6. Bayesian estimation Lecture 6. Bayesian estimation ...
www.statslab.cam.ac.uk/Dept/People/djsteaching/S1B-17-06-bayesian-4.pdf6 Feb 2017: Examples are spam filters, text and speech recognition, machine learning,bioinformatics, health economics and (some) clinical trials. -
ON THE UNIQUENESS OF MARTINGALES WITH CERTAIN PRESCRIBED MARGINALS ...
www.statslab.cam.ac.uk/~mike/papers/marginals.pdf1 Oct 2012: Journal of Financial Economics 7: 229–263.(1979). [6] E. Derman and I. -
A Novel Approach to Spatially Indexed Functional Data AnalysisLuke ...
www.statslab.cam.ac.uk/~lab85/resources/RSS%20Poster%20-%20LA%20Barratt%20and%20JAD%20Aston.pdf31 Aug 2023: The spatial observation of functional data is also common in manyother fields, including meteorology, economics, neuroscience and ecology. -
Observations on the Bomber Problem Richard Weber† Third International …
www.statslab.cam.ac.uk/~rrw1/talks/Stanford_bomber_seminar.pdf8 Jun 2011: In: Karreman H (ed) Stochastic Optimization and Control,Wiley, pp 173–209. Knapp KC, Olson LJ (1995) The economics of conjunctive groundwatermanagement with stochastic surface supplies. -
9. Lecture 10. Tests of homogeneity, and connections toconfidence ...
www.statslab.cam.ac.uk/Dept/People/djsteaching/S1B-17-10-homogeneity-CIs.pdf20 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%. -
3954
www.statslab.cam.ac.uk/~rrw1/research/BP1r.pdf24 Nov 2003: http://www.siam.org/journals/sirev/44-1/39542.html†Columbia University, New York, NY 10027 (egc@ee.columbia.edu).‡Department of Computer Science, Athens University of Economics and Business, Athens, -
SHARP THRESHOLDS FOR THE RANDOM-CLUSTER AND ISING MODELS BENJAMIN ...
www.statslab.cam.ac.uk/~grg/papers/boxUS.pdf9 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 -
t.dvi
www.statslab.cam.ac.uk/~rrw1/timeseries/t.pdf21 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 - -
Mathematics of Operational Research Contents Table of Contents i ...
www.statslab.cam.ac.uk/~rrw1/mor/morweber.pdf15 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 -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?page=2518 Jul 2024: 64,. 77. (doi: 10.1109/TIT.2016.2620470). Combining different models. LCG Rogers. – Mathematics and Financial Economics. -
C:JMNSC*-1MNSC0455.DVI
www.statslab.cam.ac.uk/~frank/PAPERS/aks_final.pdf2 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 -
9. Lecture 10. Tests of homogeneity, and connections toconfidence ...
www.statslab.cam.ac.uk/Dept/People/djsteaching/S1B-17-10-homogeneity-CIs-4.pdf20 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%. -
BETS: The dangers of selection bias in early analyses ...
www.statslab.cam.ac.uk/~qz280/talk/osu-2020/slides.pdf3 Jun 2024: 2 Base statistical inference on first principles. Final Lesson:. Data Quality Better Design Data Quantity Better Model. -
Optimization and Control
www.statslab.cam.ac.uk/~rrw1/oc/index2013.html15 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 -
Causal Inference: An Introduction Qingyuan Zhao Statistical…
www.statslab.cam.ac.uk/~qz280/talk/ssrmp-2020/slides.pdf3 Jun 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? -
Acknowledgements
www.statslab.cam.ac.uk/~frank/TALKS/RoySoc99/tsld002.htm15 Dec 1999: Microsoft Research: Paul Barham, Peter Key, Koenraad Laevens, Derek McAuley. Economics: Robin Mason. -
IB Optimisation: Lecture 4
www.statslab.cam.ac.uk/~mike/optimisation/lecture4.pdf30 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 -
Review of elements of methodology for HS2 business case ...
www.statslab.cam.ac.uk/~frank/PAPERS/Review_dft.pdf5 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. -
Discussion of Random Projection Ensemble Classificationby Timothy I.…
www.statslab.cam.ac.uk/~rds37/papers/CHEN_SHAH.pdf2 Jan 2020: Samworth. Yining ChenLondon School of Economics and Political Science, London, U.K. -
Small Data, Big Time—A retrospect of the first weeks of COVID-19
www.statslab.cam.ac.uk/~qz280/publication/covid-19-retrospect/paper.pdf3 Jun 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 -
• Ingenia 29
www.statslab.cam.ac.uk/~frank/PAPERS/ingenia.pdf29 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. -
Stochastic Networks
www.statslab.cam.ac.uk/~frank/pref.html25 Jul 2004: stochastic economic lot scheduling problem. -
Road pricing
www.statslab.cam.ac.uk/~frank/PAPERS/herstmonceux.pdf26 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. -
title style is obviously the style for all the main titles on the page
www.statslab.cam.ac.uk/~frank/PAPERS/FST.pdf1 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/ -
Will competition-winning methods for causal inference also succeed in …
www.statslab.cam.ac.uk/~qz280/publication/acic-competition-comment/paper.pdf3 Jun 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. -
John Hammersley
www.statslab.cam.ac.uk/~grg/papers/ham1-ph.html14 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. -
Pathwise Methods and Robust GANs for Pricing and Hedging -…
www.statslab.cam.ac.uk/~mike/QF2023/Horvath.pdf17 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 -
ex.dvi
www.statslab.cam.ac.uk/~rrw1/stats/ex2nocom2.pdf22 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:. -
Beyond convexity
www.statslab.cam.ac.uk/~mike/QF2023/James.pdf12 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: -
Figure 1: Top 20 sectors for direct mathematical sciences ...
www.statslab.cam.ac.uk/~frank/TALKS/MToday.pdf6 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, -
Causal Inference
www.statslab.cam.ac.uk/~qz280/teaching/causal-2023/slides.pdf3 Jun 2024: Judea Pearl (Turing Award, 2011); Joshua Angrist & Guido Imbens (Nobel Memorial Prize in Economics, 2021); James Robins, Miguel Hernán, Thomas Richardson, Andrea Rotnitzky, & Eric. ... Why is causal inference important? 1 Ubiquitous in many scientific -
Confounder adjustment in large-scale linear structural models
www.statslab.cam.ac.uk/~qz280/publication/cate-mutual-fund/slides.pdf3 Jun 2024: Journal of Financial Economics, 33(1).7. Carhart, M. M. (1997). “On persistence in mutual fund performance.” Journal of Finance, 52(1). -
MAHD-CV-26.3.2018 (002)
www.statslab.cam.ac.uk/~mike/QF2023/MAHD-CV-26.3.2018.pdf4 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 -
Stochastic Networks Conference, 2006
www.statslab.cam.ac.uk/~frank/TALKS/StochNet2006.pdf2 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, -
paper.dvi
www.statslab.cam.ac.uk/~frank/mmi.pdf6 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 -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?page=2218 Jul 2024: LCG Rogers. – Decisions in Economics and Finance. (2018). 41,. 447. -
Dynamic Routing Report
www.statslab.cam.ac.uk/~frank/DAR/dyroute.html21 Oct 1999: The secondary reason for fixed routing was that the telephone companies were reluctant to relinquish a large portion of network control to the network itself, because of the economic consequences if -
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. -
paper.dvi
www.statslab.cam.ac.uk/~frank/CP/cp.pdf26 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 -
The Bomber Problem Richard Weber† Adams Society of St ...
www.statslab.cam.ac.uk/~rrw1/talks/adams.pdf19 Jan 2012: In: Karreman H (ed) Stochastic Optimization and Control,Wiley, pp 173–209. Knapp KC, Olson LJ (1995) The economics of conjunctive groundwatermanagement with stochastic surface supplies. -
1 Explicit Congestion Control:charging, fairness and…
www.statslab.cam.ac.uk/~frank/PAPERS/ecc.pdf14 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. -
gkjun2002.dvi
www.statslab.cam.ac.uk/~frank/PAPERS/tac.pdf29 May 2002: Workshop on InternetService Quality Economics, MIT 1999. Appendix. Consider a network with a set J of resources. -
A POWER-WEIGHTED VARIANT OF THE EU27 CAMBRIDGE COMPROMISE G. ...
www.statslab.cam.ac.uk/~grg/papers/USmss8rev1.pdf2 Sep 2011: 12. Theil, H., Schrage, L. (1977). The apportionment problem and the European Parliament.European Economic Review 9, 247–263. -
CHOICE OF NEIGHBOUR ORDER FOR NEAREST-NEIGHBOUR CLASSIFICATION RULE…
www.statslab.cam.ac.uk/~rjs57/HPSLV.pdf28 Aug 2007: other training sample sizes. The lessons that we learned from the other simulation. -
CHARACTERIZING ATTAINABLE CLAIMS: A NEW PROOF MICHAEL R. TEHRANCHI ...
www.statslab.cam.ac.uk/~mike/papers/attainable.pdf26 Aug 2010: Journal of Economic Theory 20: 381–408.[5] J.M. Harrison and S.P. Pliska. -
Stability of End-to-End Algorithms for Joint Routing andRate Control…
www.statslab.cam.ac.uk/~frank/PAPERS/kv.pdf8 Jun 2015: 6. REFERENCES. [1] M. Beckmann, C.B. McGuire and C.B. Winsten.Studies in the Economics of Transportation.
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