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Dr Susan Pitts | Statistical Laboratory
www.statslab.cam.ac.uk/person/smp2712 Jul 2024: E Frostig, SM Pitts, K Politis. – Insurance: Mathematics and Economics. ... SM Pitts, K Politis. – Insurance Mathematics and Economics. (2008). 42,. -
Talks
www.statslab.cam.ac.uk/~frank/TALKS/4 Jul 2024: Mathematics and Economics of Energy Markets, Wokingham, January 2017. ... Reflected Brownian Motions, Stochastic Networks, and their Applications,. Institute for Mathematics and its Applications, Minnesota, June 2015. -
Home Articles Slides Images CV Jason P. Miller University ...
www.statslab.cam.ac.uk/~jpm205/cv.html24 Feb 2023: Stanford University (September 2006 - June 2011) PhD in Mathematics. University of Michigan, Ann Arbor (2002-2006) Bachelors in Mathematics, Computer Science, and Economics (highest distinction, summa cum laude, GPA ... University of Geneva Physical -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?page=5712 Jul 2024: doi: 10.1370/afm.848). Estimating correlation from high, low, opening and closing prices. ... SM Pitts, K Politis. – Insurance Mathematics and Economics. (2008). 42,. -
Professor Chris Rogers | Statistical Laboratory
www.statslab.cam.ac.uk/person/lcgr112 Jul 2024: LCG Rogers. – Decisions in Economics and Finance. (2018). 41,. 447. ... 2018). 51,. 898. (doi: 10.1239/jap/1421763316). Combining different models. LCG Rogers. – Mathematics and Financial Economics. -
Mathematical Models in Finance
www.statslab.cam.ac.uk/~frank/finance.html15 Aug 2012: fertile interaction between economics and mathematics centred around martingale representations. ... Robert C. Merton. Applied Mathematics and Finance,. S. D. Howison. Stock Price Fluctuation as a Diffusion in a Random Environment,. -
References for Ingenia article
www.statslab.cam.ac.uk/~frank/PAPERS/ingenia_refs.html4 Sep 2008: Vickrey's first degree was in Mathematics and Electrical Engineering from Yale, and he shared the Nobel Prize for Economics in 1996. ... In his ideal world, engineering economics would occupy a position of prominence and efficient pricing would be a -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?page=5312 Jul 2024: 2009). 15,. 205. (doi: 10.3109/14639239009025268). Evaluating medical expert systems: what to test and how? ... LCG Rogers. – Mathematics and Financial Economics. (2009). 2,. 151. (doi: 10.1007/s11579-009-0018-x). -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?page=7412 Jul 2024: LCG Rogers, W Stummer. – Insurance Mathematics and Economics. (2000). 27,. ... 2000). 209,. 407–435. WinBUGS - A Bayesian modelling framework: Concepts, structure, and extensibility. -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?page=5812 Jul 2024: Mathematics and Financial Economics. (2008). 2,. 1071. Bayesian statistics 8 [book review of refcno 2452343]. ... doi: 10.1109/ISIT.2007.4557183). Fisher Information, Compound Poisson Approximation, and the Poisson Channel. -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?page=4712 Jul 2024: 2011). 58,. 670. (doi: 10.1002/nav.20475). Fear and numbers in Fukushima. D Spiegelhalter. – ... K Nishide, LCG Rogers. – Mathematics and Financial Economics. (2011). 5,. -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?page=4412 Jul 2024: Observations, data reduction and spectroscopic sample of 582 low-redshift Type Ia supernovae. ... E Frostig, SM Pitts, K Politis. – Insurance: Mathematics and Economics. -
Draft Memorial Tribute for the National Academy of Engineering ...
www.statslab.cam.ac.uk/~frank/PW/whittle_nae.pdf18 Aug 2021: in mathematics and. physics in 1947, first across NZ in the exams for these subjects, and a M.Sc. ... realignment of mathematics, with statistics, optimization and machine learning permeating. applied mathematics and leading to remarkable advances across -
Peter Whittle, 1927-2021 (Peter Whittle in 1985, by Peter ...
www.statslab.cam.ac.uk/~frank/PW/whittle_rss.pdf6 Sep 2021: of New Zealand with a B.Sc. in mathematics and physics in 1947, first across NZ in the exams. ... realignment of mathematics, with statistics, optimization and machine learning permeating. applied mathematics and leading to remarkable advances across -
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. ... Biography – Professor Frank Kelly Frank Kelly FRS has held positions in the Engineering and Mathematics Faculties -
Correlation scenarios and correlation stress testing
www.statslab.cam.ac.uk/~mike/QF2023/Packham.pdf14 Apr 2023: Correlation scenarios and. correlation stress testing. Natalie Packham. joint work with Fabian Woebbeking. ... Natalie Packham. Professor of Mathematics and Statistics. Berlin School of Economics and Law. -
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. ... Mathematics and its Applications, 1968), is now regarded as a force for good at a crossroads of mathematics -
visa06f-courcoubetis.dvi
www.statslab.cam.ac.uk/~rrw1/publications/Courcoubetis%20-%20Weber%202009%20Economic%20issues%20in%20shared%20infrastructures.pdf15 Sep 2011: Economic Issues in Shared Infrastructures. Costas Courcoubetis. Department of Computer ScienceAthens University of Economics and Business. ... Athens 11362, GREECEcourcou@aueb.gr. Richard R. WeberDepartment of Pure Mathematics and. Mathematical -
Publications | Statistical Laboratory
www.statslab.cam.ac.uk/publications?cid=2092073491&clv=1&kw=%E9%80%8F%E6%B0%A3%E9%9E%8B&p=%E9%80%8F%E6%B0%A3%E9%9E%8B&page=2512 Jul 2024: L Boczkowski, Y Peres, P Sousi. – SIAM Journal on Discrete Mathematics. ... 2018). 00,. 3693. (doi: 10.1109/icip.2018.8451822). Combining different models. LCG Rogers. – Mathematics and Financial Economics. -
Optimal Call Routing in VoIPCostas Courcoubetis Department of…
www.statslab.cam.ac.uk/~rrw1/publications/Courcoubetis%20-%20Kalogiros%20-%202009%20Weber%20Optimal%20call%20routing%20in%20VoIP.pdf15 Sep 2011: Athens Universityof Economics and Business. 47A Evelpidon StrAthens 11363, GR. Email: ckalog@aueb.gr. ... Richard WeberDepartment of Pure Mathematics. and Mathematical StatisticsUniversity of Cambridge. Wilberforce RoadCambridge, CB3 0WB, UK.
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