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John Aston's Home Page - Publications
www.statslab.cam.ac.uk/~jada2/pubs.html10 Jun 2021: I Hindrayanto, JAD Aston, SJ Koopman, M Ooms. Modeling trigonometric seasonal components for monthly economic time series (2013), Applied Economics, 45:3024-3034. ... RH Wang, JAD Aston, and CD Fuh. The Role of New Information in Option Pricing: -
Philosophy | Qingyuan Zhao
https://www.statslab.cam.ac.uk/~qz280/tag/philosophy/3 Jun 2024: This post is derived from my talk “Fisher, Statistics, and Randomization” in the Fisher in the 21st Century Conference organized by Fisher’s College, Gonville & Caius. -
A self-managed Internet
www.statslab.cam.ac.uk/~frank/int/14 Apr 2007: Damon Wischik. Workshop on Internet Service Quality Economics, Cambridge, MA (1999). ... Pricing Communication Networks: Economics, Technology and Modelling. -
visa06f-courcoubetis.dvi
www.statslab.cam.ac.uk/~rrw1/research/visa09.pdf20 Jan 2011: Economic Issues in Shared Infrastructures. Costas Courcoubetis. Department of Computer ScienceAthens University of Economics and Business. ... General TermsAlgorithms, Design, Economics, Experimentation, Manage-ment, Performance. KeywordsAd-hoc grid, -
Tariffs and Traffic
www.statslab.cam.ac.uk/~frank/ITC/1 Jul 2009: Others are of an economic nature, involving coordination between distinct commercial entities. ... In future networks the intelligence embedded in end-systems, acting on behalf of users, is likely to lessen the distinction between engineering and -
Charging and accounting for bursty connections
www.statslab.cam.ac.uk/~frank/charge.html19 Feb 2022: F. P. Kelly (Statistical Laboratory, University of Cambridge). In Internet Economics (Editors Lee W. -
Modelling Communication Networks
www.statslab.cam.ac.uk/~frank/CP/13 Mar 2013: The design and control of such networks present challenges of a mathematical, engineering and economic nature. -
Research
www.statslab.cam.ac.uk/~rrw1/research.html20 Feb 2012: Research interests. Research interests. Communications networks:. Incentives for Large Peer-to-Peer Systems, C. Courcoubetis and R. R. Weber, IEEE Journal on Selected Areas in Communications (2006) 24, 1034-1049.> [J. Mundinger, R. R. Weber and G. -
CA$hMAN
www.statslab.cam.ac.uk/~frank/cashman.html24 Jul 2006: C. Courcoubetis, G.D. Stamoulis, C. Manolakis and F.P. Kelly. Telecommunications Systems, Special Issue on Network Economics. ... In "Internet Economics" (Editors Lee W. McKnight and Joseph P. Bailey) MIT Press, 1997. -
Road Pricing
www.statslab.cam.ac.uk/~frank/PAPERS/ingenia.html5 Apr 2022: So what is the problem with implementing road pricing? What are the challenges and, in particular, what technology, economic and network modelling issues need to be overcome to make it happen? -
Randomization (project page) | Qingyuan Zhao
https://www.statslab.cam.ac.uk/~qz280/project/randomization/3 Jun 2024: I will try to trace the origin of …. 2022-04-22 9:00 AM — 10:00 AM Gonville & Caius College, Cambridge. -
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 -
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 -
Tariffs, policing and admission control
www.statslab.cam.ac.uk/~frank/PAPERS/tariff.html19 Feb 2022: An earlier version of this paper was presented at the MIT Workshop on Internet Economics in March 1995. -
Richard Weber's Biography
www.statslab.cam.ac.uk/~rrw1/mystuff/biog.html27 Sep 2017: Hisand books range over the fields of applied probabilitiy, optimization, statistics, economics, and computer science. ... He has written on problems in stochastic scheduling, Gittins index, queueing theory, large deviations, stochastic networks, -
Mathematical Models in Finance
www.statslab.cam.ac.uk/~frank/finance.html15 Aug 2012: fertile interaction between economics and mathematics centred around martingale representations. ... that arise in economics concerning interacting systems of rational agents. -
Review of elements of methodology for HS2 business case
www.statslab.cam.ac.uk/~frank/PAPERS/hs2.html31 Jul 2019: I was asked to review specific elements of the methodology used to estimate the economic benefits arising from High Speed 2. -
Challenges of road pricing
www.statslab.cam.ac.uk/~frank/TALKS/cwi2006.html21 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. -
Mathematical modelling of the Internet
www.statslab.cam.ac.uk/~frank/mmi.html6 Sep 2012: The design and control of such networks present challenges of a mathematical, engineering and economic nature. -
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. -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?page=4715 Jul 2024: K Nishide, LCG Rogers. – Mathematics and Financial Economics. (2011). 5,. -
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. -
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. -
Multi-armed Bandits and the Gittins Index Richard Weber Statistical…
www.statslab.cam.ac.uk/~rrw1/talks/msft_bandits_seminar.pdf7 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,. ). • -
Optimization and Control Richard Weber, Lent Term 2016 Contents ...
www.statslab.cam.ac.uk/~rrw1/oc/oc2016.pdf8 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 -
PG5.dvi
www.statslab.cam.ac.uk/~rrw1/research/PG-Courcoubetis-Weber.pdf28 Jun 2006: Department of Computer Science, Athens University of Economics and Business, Patision 76, Athens10434, GR. ... References. [1] P. Antoniadis, C. Courcoubetis, and R. Mason. Comparing economic incentives in peer-to-peer networks. -
STATISTICAL MODELLING Part IICPractical 8: Contingency tables and…
www.statslab.cam.ac.uk/~rds37/teaching/statistical_modelling/Practical8.pdf11 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 -
ON BAYESIAN INFERENCE FOR SOME STATISTICAL INVERSEPROBLEMS WITH…
www.statslab.cam.ac.uk/~nickl/Site/__files/bnews.pdf6 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. -
exsheet.dvi
www.statslab.cam.ac.uk/~rrw1/oc/exsheet2010.pdf16 Oct 2010: 8. In the neoclassical economic growth model, x is the existing capital per worker andu is consumption of capital per worker. -
Optimization and Control Richard Weber, Michaelmas Term 2014 Contents …
www.statslab.cam.ac.uk/~rrw1/oc/oc2014.pdf29 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, -
Maximum likelihood estimation of a multidimensional log-concave…
www.statslab.cam.ac.uk/~rjs57/CSSFinalLV.pdf24 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 -
5. Lecture 6. Bayesian estimation Lecture 6. Bayesian estimation ...
www.statslab.cam.ac.uk/Dept/People/djsteaching/S1B-17-06-bayesian.pdf6 Feb 2017: Examples are spam filters, text and speech recognition, machine learning,bioinformatics, health economics and (some) clinical trials. -
Probability Theory and Statistics in High and Infinite Dimensions ...
www.statslab.cam.ac.uk/~nickl/Site/__files/Abstracts.pdf19 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 -
List of Participants Radoslaw Adamczak University of Warsaw Mélisande …
www.statslab.cam.ac.uk/~nickl/Site/__files/List%20of%20Participants.pdf12 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 -
X Incentivized Optimal Advert Assignment via Utility Decomposition…
www.statslab.cam.ac.uk/~frank/PAPERS/oaa.pdf13 Jun 2014: It is well known in the economic literature that market clearing prices that equateto marginal utility will maximize aggregate utility. -
Lecture Notes on Causal Inference(with corrections) Qingyuan Zhao May …
www.statslab.cam.ac.uk/~qz280/teaching/causal-2023/notes-2021.pdf3 Jun 2024: Economics. Maths. Engineering. Computer Science. 0% 20% 40% 60% 80% 100%. ... Applications are often related to humans (biology, public health, economics, politicalsciences.). -
Probability About these notes. Many people have written excellent ...
www.statslab.cam.ac.uk/~rrw1/prob/prob-weber.pdf16 Sep 2019: Probability theory is useful in the biological, physical, actuarial, management and com-puter sciences, in economics, engineering, and operations research. -
Harry Kesten (1931–2019) A personal and scientific tribute Geoffrey…
www.statslab.cam.ac.uk/~grg/papers/kesten-ams3-small.pdf20 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 -
John Michael Hammersley JOHN MICHAEL HAMMERSLEY21 March 1920 — ...
www.statslab.cam.ac.uk/~grg/papers/jmh_biom.pdf31 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. -
Mathematics and Financial Markets The David Crighton Lecture 2016
www.statslab.cam.ac.uk/~frank/TALKS/crighton_annotated.pdf14 May 2016: From Measuring the Economic Benefits of Mathematical ScienceResearch in the UK. -
Optimization and Control Contents Table of Contents i Schedules ...
www.statslab.cam.ac.uk/~rrw1/oc/oc2013.pdf22 May 2013: 6615.4 Problems in which time appears explicitly. 6615.5 Example: monopolist. 6715.6 Example: neoclassical economic growth. -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?page=7415 Jul 2024: LCG Rogers, W Stummer. – Insurance: Mathematics and Economics. (2000). 27,. -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?page=2615 Jul 2024: LCG Rogers. – Mathematics and Financial Economics. (2018). 12,. 97. (doi: 10.1007/s11579-017-0198-8). -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?page=2515 Jul 2024: 2018). 31,. 547. (doi: 10.1002/bdm.2073). Combining different models. LCG Rogers. – Mathematics and Financial Economics. -
paper.dvi
www.statslab.cam.ac.uk/~frank/PAPERS/fse2ecc.pdf31 May 2007: Weighted proportionalfairness is a criterion with appealing properties from either an optimization,a game-theoretic or an economic viewpoint. -
pcm_proof
www.statslab.cam.ac.uk/~frank/PAPERS/PRINCETON/pcm0052.pdf1 May 2006: 1956.Studies in the Economics of Transportation. CowlesCommission Monograph. New Haven, CT: Yale Univer-sity Press.
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