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  2. Stochastic Calculus Michael R. Tehranchi Contents Chapter 1. A ...

    www.statslab.cam.ac.uk/~mike/StoCal/notes.pdf
    19 May 2015: The lesson is that we can construct a Markov chain X given the basic ingredients λ andP. ... The lesson is that on a finite time horizon, a martingale is well-behaved.
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  4. Talks

    www.statslab.cam.ac.uk/~rrw1/talks/index.html
    18 Feb 2015: Economics Issues in Shared Shared Infrastructures, talk at talk to Cambridge Finance - Wharton workshop, 25 June, 2009.
  5. 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
  6. AN EQUILIBRIUM MODEL OF MARKET EFFICIENCY WITHBAYESIAN LEARNING:…

    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?
  7. 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
  8. 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).

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