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Group Members
www.statslab.cam.ac.uk/~rjs57/Group.html18 Jun 2024: Yining Chen (Assistant Professor then Associate Professor, Department of Statistics, London School of Economics and Political Science). ... Yudong Chen (Research officer, London School of Economics and Political Science). -
Books
www.statslab.cam.ac.uk/~rrw1/books.html31 Oct 2011: Pricing Communication Networks provides a framework of mathematical models for pricing these multidimensional contracts, and includes background in network services and contracts, network techonology, basic economics, and pricing strategy. -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?page=4615 Jul 2024: The Annals of Statistics. (2011). 39,. 2383. (doi: 10.1214/11-aos903). Probabilistic sensitivity analysis in health economics. ... G Baio, AP Dawid. – Statistical methods in medical research. (2011). -
Draft Memorial Tribute for the National Academy of Engineering ...
www.statslab.cam.ac.uk/~frank/PW/whittle_nae.pdf18 Aug 2021: Operational Research, a newly established chair endowed by Esso. The position gave Peter. ... later awarded the Nobel Prize in Economics for empirical research on cause and effect in the. -
Michael's major contributions to stochastic optimization and…
www.statslab.cam.ac.uk/~mike/QF2023/Consigli1.pdf18 Apr 2023: Research pathsResearch path 1: from SLP to quantitative ALMResearch path 2: from Complementarity problems to Derivatives pricingResearch path 3: Financial economics. ... The origins, 60s and 70s, following Michael’s doctoral studies, with a predominant -
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. -
Peter Whittle, 1927-2021 (Peter Whittle in 1985, by Peter ...
www.statslab.cam.ac.uk/~frank/PW/whittle_rss.pdf6 Sep 2021: where his colleagues were Dennis Lindley and Maurice Walker, and where his research. ... later awarded the Nobel Prize in Economics for empirical research on cause and effect in the. -
Editorial: Special Issue on "Nonparametric Inference Under Shape …
www.statslab.cam.ac.uk/~rjs57/STS673.pdf29 Nov 2018: The field of shape constraints is starting to have sig-nificant impact in a variety of disciplines, and the sur-vey paper “Shape constraints in economics and oper-ations research” (Johnson ... Ann. Statist.To appear. JOHNSON, A. and JIANG, D. (2018). -
Origins of scaling and power law fluctuations in acompetitive ...
www.statslab.cam.ac.uk/~mike/QF2023/Tebaldi.pdf17 Apr 2023: Scale Invariant Dynamic Stochastic General Equilibria (SI-DSGE).• Scale Invariance vs Time consistency.• Conclusions and a Research Agenda. ... 2 / 36. The challenge of Critical Phenomena in Economics. • Quantitative Finance community is setting -
jmh_obit3.dvi
www.statslab.cam.ac.uk/~grg/papers/jmh_obit3.pdf14 May 2004: He spent some years commuting to Harwell before returning in 1959 as aSenior Research Officer in the Institute of Economics and Statistics.
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