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  2. Mathematics and Financial Markets The David Crighton Lecture 2016

    https://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. Optimization and Control Contents Table of Contents i Schedules ...

    https://www.statslab.cam.ac.uk/~rrw1/oc/oc2013.pdf
    22 May 2013: 6615.4 Problems in which time appears explicitly. 6615.5 Example: monopolist. 6715.6 Example: neoclassical economic growth.
  4. IB Optimisation: Lecture 4

    https://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
  5. Sensitivity analysis for observational studies: Looking back and…

    https://www.statslab.cam.ac.uk/~qz280/talk/yale-biostats-2020-2/slides.pdf
    3 Jun 2024: The Reviewof Economics and Statistics, 92(4):882–898, 2010. doi:10.1162/REST a 00036. C. ... Biometrics, 69:803–811, 2013. G. W. Imbens. Sensitivity to exogeneity assumptions in program evaluation.American Economic Review, 93:126–132, 2003.
  6. Review of elements of methodology for HS2 business case ...

    https://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.
  7. Maximum likelihood estimation of a multidimensional log-concave…

    https://www.statslab.cam.ac.uk/~rjs57/CSSFinalLV.pdf
    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
  8. Discussion of Random Projection Ensemble Classificationby Timothy I.…

    https://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.
  9. • Ingenia 29

    https://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.
  10. Road pricing

    https://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.
  11. title style is obviously the style for all the main titles on the page

    https://www.statslab.cam.ac.uk/~frank/PAPERS/FST.pdf
    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/
  12. Will competition-winning methods for causal inference also succeed in …

    https://www.statslab.cam.ac.uk/~qz280/publication/acic-competition-comment/paper.pdf
    3 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.
  13. Pathwise Methods and Robust GANs for Pricing and Hedging -…

    https://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
  14. Beyond convexity

    https://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:
  15. Figure 1: Top 20 sectors for direct mathematical sciences ...

    https://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,
  16. Publications | Statistical Laboratory

    https://www.statslab.cam.ac.uk/publications?page=53
    16 Jul 2024: Optimal and robust contracts for a risk-constrained principal. LCG Rogers. – Mathematics and Financial Economics.
  17. Confounder adjustment in large-scale linear structural models

    https://www.statslab.cam.ac.uk/~qz280/publication/cate-mutual-fund/slides.pdf
    3 Jun 2024: Journal of Financial Economics, 33(1).7. Carhart, M. M. (1997). “On persistence in mutual fund performance.” Journal of Finance, 52(1).
  18. Stochastic Networks Conference, 2006

    https://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,
  19. MAHD-CV-26.3.2018 (002)

    https://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
  20. paper.dvi

    https://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
  21. Fisher, Statistics, and Randomization

    https://www.statslab.cam.ac.uk/~qz280/talk/fisher-2022/slides.pdf
    3 Jun 2024: Fisher, Statistics, and Randomization. Qingyuan Zhao. University of Cambridge. April 22, 2022Fisher in the 21st Century ConferenceGonville & Caius College, Cambridge.
  22. Causal Inference

    https://www.statslab.cam.ac.uk/~qz280/teaching/causal-2023/slides.pdf
    3 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
  23. Benchmarking stochastic optimization approaches for pension fund…

    https://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
  24. Two-Sample Instrumental Variable Analysis: Challenges and Some…

    https://www.statslab.cam.ac.uk/~qz280/publication/two-sample-iv/slides.pdf
    3 Jun 2024: TheReview of Economics and Statistics, 92(3):557–561, 2010. M. Katan. Apoupoprotein e isoforms, serum cholesterol, and cancer.
  25. IPCost Article – Outline

    https://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,
  26. Incentivizing Participation in Resource-sharing Networks Richard…

    https://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.
  27. The Multi-Armed Bandit Problem: Index Theory Since Gittins Richard ...

    https://www.statslab.cam.ac.uk/~rrw1/talks/gocps.pdf
    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,. ). •
  28. ks_nov99.dvi

    https://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.
  29. 2600523 237..252

    https://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-.
  30. Models for a self-managed Internet

    https://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.
  31. 8 May 2009: McKnight and J. P. Bailey,. editors,Internet Economics. MIT Press, 1996.13. F.
  32. THE DISPUTED GARMENT PROBLEM:THE MATHEMATICS OF BARGAINING &…

    https://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).
  33. Richard Gibbens: In Memoriam Richard J. Gibbens passed away ...

    https://www.statslab.cam.ac.uk/~frank/PAPERS/PERF_Richard_Gibbens.pdf
    11 Sep 2020: the Computer Laboratory and a Fellow. of Gonville and Caius College,.
  34. Publications | Statistical Laboratory

    https://www.statslab.cam.ac.uk/publications?page=58
    16 Jul 2024: LCG Rogers. – Mathematics and Financial Economics. (2008). 2,. 1071. Idnetifying optimal sequential decisions.
  35. Publications | Statistical Laboratory

    https://www.statslab.cam.ac.uk/publications?page=52
    16 Jul 2024: 3562. (doi: 10.1002/sim.3722). Economic issues in shared infrastructures. C Courcoubetis, RR Weber. –
  36. paper.dvi

    https://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.
  37. pcm_proof

    https://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.
  38. Finance Stoch (2006) 10:553–573DOI 10.1007/s00780-006-0019-z Optimal…

    https://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.
  39. Publications | Statistical Laboratory

    https://www.statslab.cam.ac.uk/publications?page=47
    16 Jul 2024: K Nishide, LCG Rogers. – Mathematics and Financial Economics. (2011). 5,.
  40. Publications | Statistical Laboratory

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

    https://www.statslab.cam.ac.uk/publications?page=74
    16 Jul 2024: LCG Rogers, W Stummer. – Insurance: Mathematics and Economics. (2000). 27,.
  42. Publications | Statistical Laboratory

    https://www.statslab.cam.ac.uk/publications?page=62
    16 Jul 2024: MJ Sculpher, MJ Buxton, BA Ferguson, DJ Spiegelhalter, AJ Kirby. – Health economics.
  43. Publications | Statistical Laboratory

    https://www.statslab.cam.ac.uk/publications?page=80
    16 Jul 2024: FP Kelly. – INTERNET ECONOMICS. (1997). 253. (link to publication). Pharmacodynamics of cyclosporine in heart and heart-lung transplant recipients.
  44. Talks

    https://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).
  45. Publications | Statistical Laboratory

    https://www.statslab.cam.ac.uk/publications?page=25
    16 Jul 2024: ARTN 66. (doi: 10.1214/18-ejp161). Combining different models. LCG Rogers. – Mathematics and Financial Economics.
  46. Publications | Statistical Laboratory

    https://www.statslab.cam.ac.uk/publications?page=19
    16 Jul 2024: Q Zhao, T Hastie. – Journal of Business and Economic Statistics.
  47. Publications | Statistical Laboratory

    https://www.statslab.cam.ac.uk/publications?page=22
    16 Jul 2024: LCG Rogers. – Decisions in Economics and Finance. (2018). 41,. 447.
  48. Group Members

    https://www.statslab.cam.ac.uk/~rjs57/Group.html
    18 Jun 2024: Yining Chen (Assistant Professor then Associate Professor, Department of Statistics, London School of Economics and Political Science). ... Tengyao Wang (Lecturer, Department of Statistical Science, University College London; Associate Professor, London
  49. Thomas Bond Sprague Prize - Winners | Statistical Laboratory

    https://www.statslab.cam.ac.uk/thomas-bond-sprague-prize-winners
    16 Jul 2024: T. Assiotis (Trinity College) and T. B. Berrett (Gonville and Caius College).
  50. Rollo Davidson: 1944-1970 - Obituary | Statistical Laboratory

    https://www.statslab.cam.ac.uk/rollo-davidson-1944-1970-obituary
    16 Jul 2024: After a very successful meet, the party broke up to go their several ways, Davidson remaining with Michael Latham (a gifted young mathematician from Gonville and Caius College) near Pontresina, to
  51. Frank Kelly's papers

    https://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.

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