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  2. Efficient advert assignment

    https://www.statslab.cam.ac.uk/~frank/PAPERS/oaa.html
    8 Feb 2018: An earlier version was presented at the 15th ACM Conference on Economics and Computation, 2014 - abstract: Incentivized optimal advert assignment via utility decomposition.
  3. 2002 Fulkerson Lectures: background notes

    https://www.statslab.cam.ac.uk/~frank/TALKS/fulkerson.html
    5 Dec 2004: The question is currently of considerable technological importance for communication networks, while in various other forms it has a long history in the fields of physics and economics. ... It provides a concrete, measurable example of an economic
  4. Optimization and Control

    https://www.statslab.cam.ac.uk/~rrw1/oc/index2014.html
    9 Oct 2014: 15.5 Example: monopolist. 15.6 Example: neoclassical economic growth. 15.7 Problems with terminal conditions. ... 15.8 Neoclassical economic growth. 16 Controlled Diffusion Processes. 16.1 The dynamic programming equation.
  5. Home Articles Slides Images CV Jason P. Miller University ...

    https://www.statslab.cam.ac.uk/~jpm205/cv.html
    24 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
  6. Network routing

    https://www.statslab.cam.ac.uk/~frank/CP/CPREAD/nr.html
    14 May 1996: flow patterns as extremal values, and Nagurney [26] provides a recent review of competitive equilibrium problems including general traffic network models and related models of economic markets. ... NYT 25 December 1990, p.38. [28] Pigou, A.C. The
  7. Mathematics and Financial Markets

    https://www.statslab.cam.ac.uk/~frank/TALKS/mfm.html
    17 Jul 2016: Royal Society, 2009. [2] Measuring the Economic Benefits of Mathematical Science Research in the UK,.
  8. References for Ingenia article

    https://www.statslab.cam.ac.uk/~frank/PAPERS/ingenia_refs.html
    4 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
  9. Mathematical modelling of the Internet

    https://www.statslab.cam.ac.uk/~frank/TALKS/mi.html
    30 Aug 2002: The design and control of such networks present challenges of a mathematical, engineering and economic nature.
  10. Richard Weber's Publications

    https://www.statslab.cam.ac.uk/~rrw1/publications/papers.html
    8 Nov 2013: In Second Workshop on the Economics of Peer-to-Peer Systems, Harvard University, 2004. ... C. Courcoubetis and R. R. Weber, Economic issues in shared infrastructures, IEEE/ACM Transactions on Networking, 20: 594-608, 2012.
  11. Internet congestion control

    https://www.statslab.cam.ac.uk/~frank/TALKS/icc.html
    13 Apr 2002: It provides a concrete, measurable example of an economic tatonnement process, with TCP's congestion avoidance algorithms playing the role of a Walrasian auctioneer' searching for market clearing allocations.
  12. Network routing

    https://www.statslab.cam.ac.uk/~frank/PAPERS/nr.html
    8 Jun 2011: of physics and economics.
  13. Publications | Statistical Laboratory

    https://www.statslab.cam.ac.uk/publications?page=46
    5 Jul 2024: doi: 10.1016/j.ejvs.2011.05.009). Probabilistic sensitivity analysis in health economics. G Baio, AP Dawid. – ... 2011). 106,. 914. (doi: 10.1198/jasa.2011.tm11321). Economic Issues in Shared Infrastructures. C Courcoubetis, R Weber. –
  14. BETS: The dangers of selection bias in early analyses ...

    https://www.statslab.cam.ac.uk/~qz280/talk/ido-2021/slides.pdf
    3 Jun 2024: 2 Base statistical inference on first principles. Final Lesson:. Data Quality Better Design Data Quantity Better Model.
  15. Publications | Statistical Laboratory

    https://www.statslab.cam.ac.uk/publications?page=41
    5 Jul 2024: doi: 10.1214/11-aop729). Modelling trigonometric seasonal components for monthly economic time series. ... I Hindrayanto, JAD Aston, SJ Koopman, M Ooms. – Applied Economics.
  16. Challenges of road pricing

    https://www.statslab.cam.ac.uk/~frank/TALKS/mathsintransport.html
    11 Sep 2005: Review of Network Economics 3 (2004) 323-346. E.T. Verhoef and K.A. ... Small. Journal of Transport Economics and Policy 38 (2004) 127-156.
  17. Network dimensioning in a packet switched environment

    https://www.statslab.cam.ac.uk/~frank/PAPERS/dhk.html
    15 Feb 2010: the new economics of service provision.
  18. Optimization and Control

    https://www.statslab.cam.ac.uk/~rrw1/oc/index2012.html
    13 Mar 2012: Applications of this course are to be found in science, economics and engineering (e.g., "insects as optimizers", "planning for retirement", "finding a parking space", "optimal gambling" and "steering a space
  19. paper.dvi

    https://www.statslab.cam.ac.uk/~frank/evol.pdf
    4 Apr 2008: then the system as awhole operates efficiently; here efficiency is defined in the economic sense thatthe share of resources allocated to each user and the overall level of resourceutilization are such
  20. MATHEMATICAL TRIPOS: PART II Lent Term 2016 OPTIMIZATION AND ...

    https://www.statslab.cam.ac.uk/~rrw1/oc/exsheetoc.pdf
    28 Feb 2016: 10. In the neoclassical economic growth model, x is the existing capital per worker and u is consump-tion of capital per worker.
  21. oheads.dvi

    https://www.statslab.cam.ac.uk/~rrw1/stats/oheads.pdf
    18 Jan 2007: Economics 240 63 26 512 112 22. Engineering 164 52 32 972 252 26.
  22. AN EQUILIBRIUM MODEL OF MARKET EFFICIENCY WITHBAYESIAN LEARNING:…

    https://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?
  23. Data Mashing

    https://www.statslab.cam.ac.uk/~frank/TALKS/data_mashing_RS.pdf
    27 Jul 2006: the legal, social, economic and political issues- service delivery, efficiency.
  24. A More General Pandora’s Rule Richard Weber, University of ...

    https://www.statslab.cam.ac.uk/~rrw1/talks/LSEseminar13113.pdf
    14 Nov 2013: 5/57 ,. Varian’s problem: ‘economics and search’. Hal Varian (1999) put Weitzman’s problem like this:. ... If time for two books, show Lonely Planet. 6/57 ,. Varian’s problem: ‘economics and search’.
  25. Network models in banking 1. How do banks benefit ...

    https://www.statslab.cam.ac.uk/~rrw1/talks/weber-wharton-seminar.pdf
    1 Jul 2009: Lesson: try to reduce prevalence of common neighbours. ‘triangles are bad’.
  26. Charging and rate control for elastic traffic ∗ Frank ...

    https://www.statslab.cam.ac.uk/~frank/elastic.pdf
    25 Nov 2008: In economic terms,equilibrium is achieved when demand (ms) equals supply, or price timesquantity (λsxs); and further, in this case, aggregate utility is maximized.
  27. TRANSPORT NETWORKS AND THEIR USE: HOW REALCAN MODELLING GET? ...

    https://www.statslab.cam.ac.uk/~frank/TALKS/allsop_rs.pdf
    21 Sep 2007: It is a means ofovercoming physical separation for the purpose of economic, social cultural and personal activity. ... Utrecht: VSP. [18] Watling D and M L Hazelton (2003) The dynamics and equilibria of day-to-day assignment models.Networks and Spatial
  28. PARALLEL SHIFTS OF AT-THE-MONEY IMPLIEDVOLATILITY MICHAEL R.…

    https://www.statslab.cam.ac.uk/~mike/papers/ATM-IV.pdf
    21 Dec 2009: The lesson is that naive modellingof the implied volatility term structure — for instance, assuming thatit moves only by parallel shifts — may introduce arbitrage.
  29. Publications | Statistical Laboratory

    https://www.statslab.cam.ac.uk/publications?page=49
    5 Jul 2024: 2011). Etanercept, infliximab and adalimumab for the treatment of psoriatic arthritis: A systematic review and economic evaluation. ... RH Wang, JAD Aston, CD Fuh. – Computational Economics. (2010). 36,.
  30. 5. Lecture 6. Bayesian estimation Lecture 6. Bayesian estimation ...

    https://www.statslab.cam.ac.uk/~sb2116/Statistics_IB/slides/S1B-17-06-bayesian.pdf
    4 Feb 2020: Examples are spam filters, text and speech recognition, machine learning,bioinformatics, health economics and (some) clinical trials.
  31. John Michael Hammersley JOHN MICHAEL HAMMERSLEY21 March 1920 — ...

    https://www.statslab.cam.ac.uk/~grg/papers/jmh_biom.pdf
    31 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.
  32. 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.
  33. 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.
  34. ON THE UNIQUENESS OF MARTINGALES WITH CERTAIN PRESCRIBED MARGINALS ...

    https://www.statslab.cam.ac.uk/~mike/papers/marginals.pdf
    1 Oct 2012: Journal of Financial Economics 7: 229–263.(1979). [6] E. Derman and I.
  35. STATISTICAL MODELLING Part IICPractical 3: Linear regression using R…

    https://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
  36. 9. Lecture 10. Tests of homogeneity, and connections toconfidence ...

    https://www.statslab.cam.ac.uk/~sb2116/Statistics_IB/slides/S1B-17-10-homogeneity-CIs.pdf
    4 Feb 2020: Women MenApplied Accepted % Applied Accepted %. Computer Science 26 7 27% 228 58 25%Economics 240 63 26% 512 112 22%Engineering 164 52 32% 972 252 26%.
  37. BETS: The dangers of selection bias in early analyses ...

    https://www.statslab.cam.ac.uk/~qz280/talk/osu-2020/slides.pdf
    3 Jun 2024: 2 Base statistical inference on first principles. Final Lesson:. Data Quality Better Design Data Quantity Better Model.
  38. Causal Inference: An Introduction Qingyuan Zhao Statistical…

    https://www.statslab.cam.ac.uk/~qz280/talk/ssrmp-2020/slides.pdf
    3 Jun 2024: Economics, education, psychology, and other social sciences;. Artificial intelligence and computer science;. ... Examples in social sciences. 1 Economics: How does supply and demand (causally) depend on price?
  39. Optimization and Control

    https://www.statslab.cam.ac.uk/~rrw1/oc/index2013.html
    15 Sep 2014: Applications of this course are to be found in science, economics and engineering (e.g., "insects as optimizers", "planning for retirement", "finding a parking space", "optimal gambling" and "steering a space ... 15.7 Neoclassical economic growth. 16
  40. A study of simple charging schemes for broadband networks

    https://www.statslab.cam.ac.uk/~rrw1/abstracts/c00c.html
    20 Sep 2011: To achieve economic efficiency, it is necessary that usage-based charging schemes capture the relative amount of resources used by connections.
  41. ABR pricing experiments in a real network

    https://www.statslab.cam.ac.uk/~rrw1/abstracts/c97b.html
    20 Sep 2011: Considering aggregate user benefit, welfare economics suggests pricing schemes.
  42. Additional notes

    https://www.statslab.cam.ac.uk/~rrw1/opt1998/more.html
    25 Apr 1997: and social sciences (where the desire to optimize in business and economics is obvious).
  43. An intelligent agent for optimizing QoS-for-money in priced ABR…

    https://www.statslab.cam.ac.uk/~frank/PAPERS/iaabr.html
    25 Nov 2012: Our approach can be applied to more general cases of economic sharing of network resources, and offers new capabilities for resource management, while it is not specific to ABR.
  44. Publications | Statistical Laboratory

    https://www.statslab.cam.ac.uk/publications?page=48
    5 Jul 2024: AP Dawid. (2011). 5. Etanercept, infliximab and adalimumab for the treatment of psoriatic arthritis: a systematic review and economic evaluation. ... Etanercept, infliximab and adalimumab for the treatment of psoriatic arthritis: a systematic review and
  45. Small Data, Big Time—A retrospect of the first weeks of COVID-19

    https://www.statslab.cam.ac.uk/~qz280/publication/covid-19-retrospect/paper.pdf
    3 Jun 2024: Finally, some lessons for statisticiansare discussed.Keywords: Infectious disease modeling; Selection bias; COVID-19; Model diagnostics. ... 4 Discussion and lessons learned. This article has reviewed some of the most consequential outbreak analyses
  46. Acknowledgements

    https://www.statslab.cam.ac.uk/~frank/TALKS/RoySoc99/tsld002.htm
    15 Dec 1999: Microsoft Research: Paul Barham, Peter Key, Koenraad Laevens, Derek McAuley. Economics: Robin Mason.
  47. 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.
  48. 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
  49. 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
  50. Stochastic Networks

    https://www.statslab.cam.ac.uk/~frank/pref.html
    25 Jul 2004: stochastic economic lot scheduling problem.
  51. • 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.

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